Invisible direct message (or what am I missing)

I just discovered this:

Screenshot 2023-10-25 at 20.41.15

I click the link and see this (i.e. no message). Am I missing how this is supposed how to work? Where do I find the message?

I saw this in my Mentions too. Turns out if someone from Mastodon replies to you as a DM (setting of only @ mentioned people). The message did show up for me tho.

I checked your account @jemostrom and the reason that is happening is that the message you received was from someone whose account has since been deleted on Mastodon. should probably clear up the “1 direct message” when this happens, although I could see an argument for showing the message without any attached user too.

You should also have received a copy of any direct messages from Mastodon in an email.