Do I retaliate against a missed attack?
I think you've made the same misinterpretation we did in calling that card a 'miss'.  This was (no pun intended) misleading.  The card that shows a 'null' symbol is not a 'miss'.  It means "no damage is done by the attack" (page 11 of rules). I get why thematically you would say "the attacker essentially missed",  but that is not the case.

The card in question in the 'attack modifier deck' just affects the damage done.  I don't think Gloomhaven has the concept of 'hit and miss' - just damage and effect.  So note that if the 'no damage done' card is pulled by a player or monster they will still get to apply other effects such as poison and wound.  The attack still happened and 'miss' isn't a thing. In fact, the word 'miss' never appears in the rules and 'hit' only ever refers to hit points.

Regarding Retaliate the FAQ it says the following for retaliate.


  A retaliate takes effect after the attack that ininiated it.


So even if the attack does no damage, and even if there are no other effects,  you will still retaliate as you were attacked.

If theme helps, imagine your Brute has time to hit someone back with retaliate,  the bandit tries to hit him and doesn't damage.  Do you think the Brute will go 'Oh that didn't hurt so I won't hit back'?