git-plugin does not report history for PRs when strategy "Merging the pull request with the current target branch revision" is enabled and the workspace is wiped out before checkout (using "Wipe out repository & force clone" option for example). The merge should be non-fast-forward to observe this issue.
With the following repo as an example (test-branch is a PR branch with master as target):
Building 10ce9b6 with current master works with no problem first time (build #3, note non-fast-forward merge):
After that while building e1debe8 Jenkins cannot produce changelog (build #4):
Note that git-plugin tries to find merge commit from the previous build, it does not exist in the workspace because it was previously wiped out. Note that wipeout repository option makes this bug easy to reproduce, but this could also happen when building on different nodes, when some of them will not have repository from all previous builds.
The problem seems to be located here: https://github.com/jenkinsci/git-plugin/blob/18d14466c63f62fdf070258eb35a97f6cb22513b/src/main/java/hudson/plugins/git/GitSCM.java#L1318, where not action is performed to ensure that merge commit for previous build is present in the repo.
The example repo referenced in the description is located here: https://github.com/eugmes/test, I am attaching build logs.