It’s not as strange as you might think for someone to become disconnected from their assets. You might move house and forget to inform the holder of the asset of your change of address. When the annual statement is sent out, the new owner of the property sends it back marked “Gone Away” and the asset becomes “lost”.
You might have changed job much more frequently than you had planned and it may well be that you (and, perhaps, your employer) contributed to a pension in that past employment. Now that you’ve moved on, you might have forgotten all about it.