Recent activity says an email came in but no document appeared.
In Rhodes: Settings → Mailbox
Usually it's a duplicate. When an identical document is already in Rhodes, the new copy isn't filed again — the activity row says so and links to the copy it matched, so you can check it's really the same thing rather than take Rhodes' word for it.
This is why a forwarded thread that's been forwarded before produces nothing new. It's also why the attachment count and the filed count on a row can differ: the row tells you what arrived, not just what was kept.
If it isn't a duplicate, check three things. Is the sender waiting under New senders awaiting your approval? Was the mailbox paused? Did the email only carry things Rhodes skips by email, like .txt files or small logo images?