Scikit-learn OneHotEncoder effect on feature selection
Yes it would be possible that it happens. It means that this event happening has no importance for the target.

Imagine a categorical feature with a lot of categories(high cardinality). Maybe only one of them does not have any influence in the target so if you do feature selection this feature might have a high chance of getting dropped. So this is normal thing, just make sure that it doesnt contain any information at any point of the dataset.