Why is there sometimes no output that sends funds back to the sender's address?
You are confusing addresses and UTXOs. What you are talking about are addresses, not UTXOs.

The inputs of a transaction have no effect on the outputs. There is no requirement that a transaction must have an output that corresponds to an address that is an input. In fact, what you described first is known as address reuse which is highly discouraged. The behavior you see in the address you have a question about is exactly the kind of behavior that is encouraged: the change is sent to a newly generated address.