Out of work payments

My husband works for the railroad and pays into a Railroad retirement fund if he has to be out sick they pay him from that money. He got a w-2 from them with what he was paid for the time out when I enter it because no federal taxes were taken out we owe money. Why? He paid this money in, also he paid for a another out of work insurance monthly which paid him while he was out and we got that deducted too because no federal taxes were taken out of that. Why are we paying more if he paid for this stuff.