(I work on Nearby)
The implementation tries to balance creating developer value with respecting the user's attention and battery. Towards that end, we've made a few choices in the shipping version that you're probably encountering:
If you swipe away a notification, it disappears for an exponentially increasing amount of time (1 day, 2 days, 4 days, ...)
The notification only appears after a screen-on event. For most use-cases and users, it will be a minimum priority notification. This means that it doesn't create a status bar icon.
For users who have already gone through the Nearby Notifications warm-welcome experience, some notifications will begin life as low priority. These do create a status bar icon. However, after a few minutes as low priority they fade to min priority and stay there.
A point of confusion with some developers has been low versus (icon) versus min (no icon) priority. It's also possible we have a bug impacting recall.
If you want to crank up logging (adb shell setprop log.tag.NearbyDiscovery VERBOSE) and post the relevant part of a bug report as a gist or pastebin we can take a look. I can't promise a response on this forum, but if we have a bug, we're motivated to fix it. You'll want to make sure you're in range of the beacon via a 3P beacon scanner (we sometimes use nRF Connect), then do a screen off and screen on and capture the bug report if the notification wasn't created within 10-15 seconds.