Missing iOS iMessage showing in OSX Messages
It can happen if your phone is outside good reception area for iMessage - carrier signal dropped to GPRS/Edge etc. 

The Mac picks it up, the system considers it delivered.
There is no further attempt to send it to your phone.

It used to happen to me a lot when I was working in a low-reception area.

It won't re-synchronise.

See How to tell Messages &quot;I&#39;m not at home&quot;? for a similar experience.

It doesn't happen if your phone is set to airplane mode, or off altogether. For some reason, that will trigger a delivery of missed messages when you switch back on again.

[All of this may be mobile-operator influenced - I've never been able to figure that part out - whether it happens to everyone or just certain carriers.]