Hi Paul,
I've noticed this from time to time too. Similarly, I sometimes get the e-mail alert saying that so 'n' so has posted to XYZ thread and, when I log on to T2W and go to said tread, lo and behold the post is not there! I've always assumed the explanation is that the author has had second thoughts about their post - for reasons that only they will ever know - and decided to delete it.
Tim.