You should have heard something and more than likely it would have sent the bullet into the lands of the bore.
Not necessarily. Most of what you hear is escaping gasses, and when none escape, there isn't much noise. I've done it myself intentionally, as well as sticking a bullet with very light powder charges (the right way to firelap with a lead bullet is when they barely make it out the muzzle, that means you get some that don't) - sometimes it hardly sounds any different than dry firing.
I do agree that usually it'll push the bullet into the bore, but if the OP's situation involved pretty high neck tension, and/or a large case, it can happen just as he described.
