I have experienced this issue in Magento2. This is happening while trying to create an order in Magento after payment is taken by the payment provider such as Cybersource. In my case this is happening because the product goes to OOS (Out of Stock) due to other customers' purchases or stock updates while the customer is adding the payment details on the external page of the payment provider. We have frequent stock updates, and that could cause products going OOS in any step of checkout process. However, there could be different reasons for others that fails validation before placing order in Magento. For me this was happening in below file:
in below line:
$order = $this->quoteManagement->submit($quote);
The solution could be we should cancel the order in payment provider and refund once the order validation/creation is failed. I am still trying to check how this can be achieved. Please suggest if anyone has some better solution for this issue.