Three possible reasons, in order of frequency:

1. When someone is banned with “Remove Content,” only the ban shows up in the modlog, not the post/comment removals. I’m not sure if this is a bug or intended behavior.
2. Sometimes a modlog entry fails to federate to your instance. This sometimes happens with posts & comments as well. Federation is “best effort,” and can fail for a variety of reasons.
3. Occasionally, especially egregious content, like CSA material, is “purged” rather than removed. No record of the post/comment remains. I think these still show up in the modlog as “a post/comment was purged” (or something similar), but without any of the content, because it was too offensive even for the modlog.

I've noticed this too. Sometimes you have to search for the users name in the Modlog to find it, otherwise it won't get listed. But I had cases where I couldn't find it either.

There was a post fairly recently that I replied to even though the poster was banned. Pretty sure they were effectively peddling soft-porn. In any case, there was no mod action against me, but the whole post did go away later. So it probably has nothing to do with you if there is nothing in the modlog tied to your id.