Apple has absolutely hijacked SMS. I missed a text from a family member for months becuase Apple decided it should go to my iPad that I never knowingly activated iMessage on.
An SMS would have to relay through your phone, due to it having the phone service, so would show on both devices. It sounds like you had multiple iMessage identities (email1/email2/phone/etc.) and one of those was only enabled on the iPad.
I do not, and have never owned, an iPhone. I only have an iPad and a work mac and without trying it managed to make me lose a text. I managed to disable it and deregister my number but the deregistration process was extremely buggy and a pain to begin with.
Interesting. I don't understand the source of the SMS you lost, then. As far as I know, it's not possible to forward SMS from an Android or feature phone to an iPad or a Mac without some clever workarounds.