Occasionally, Matrix Reloaded plugin executes "reloaded" builds with the same build number as the original builds, thus overwriting the original ones and losing the information. In this case, the plugin does not create a build for the matrix parent, it only executes the selected "subbuilds" in the place of the original builds.
This is very tricky to reproduce and although I encountered this many times, I'm not entirely sure if I found a way to reproduce this reliably. The following steps worked most of the time:
1, Execute a matrix build with all the configurations the usual way (without Matrix Reloaded plugin).
2, Use the Matrix Reloaded plugin to execute a single configuration one more time (i.e. we want to have a build not executing all the configurations).
3, Wait for the build to finish, then go to the page of the configuration you built in step 2, i.e. http://server:port/jenkins/job/my_job/my_configuration/my_build_number/. It is important to go to this page rather than the similar page of the parent itself.
4, Click the Matrix Reloaded link, select one of the configurations other than the current one and confirm the dialog. You should now be able to see the configuration executing even though no parent build was spawn.