Most likely the message has expired.
Each user that sends a message can decide how long the message will be kept by setting the Expiration time, in addition to the Burn-on-Read time.
When you unlock a message the Burn-on-Read time begins to count down.
Once the Expiration time runs out, regardless of the remaining Burn-on-Read time or if you've read the message, the message will automatically be deleted.
For more information, please see: