Hi,
I believe that refugee camps need to be linked to a city to work (since their bonus is by definition city-based), but they do not need to be absorbed into a city. However, wild improvements do need to be within 5 tiles of a city to be linked to it, so is it possible that your refugee camp was just too far away from any of your cities to link to one of them? If you have a save game, I could take a look at it and make sure there isn't anything wrong, if you'd like. Thanks.