The ssh process likely daemonized, disconnecting from the shell.
You can think of it like this (but possibly not in this order):
The 'ssh' process you launched actually closed all it's file descriptors (stdin,stdout,stderr), disconnected from the tty, and forked another child ssh.
then called exit on itself. This orphaned the child process and the original ssh process actually 'completes'.
As a result, the original ssh process is complete and the orphaned process is no longer a 'child' of your shell.
Use 'ps -ef' or 'ps -fu$USER' instead to see the ssh process you are interested in.