Two reasons:

1. They never added it to the LOAN…personally, I have never seen in almost 20 years in the business a bank do this for any reason…even marriage….I personally think that someone gave you incorrect information.

2. The bank you are doing business with doesn’t report to all three credit bureaus…they aren’t required to report the account to ANY credit bureau.

Are you checking all three credit bureaus? Sometimes creditors use only one. It should be done within 1-3 months. You can file a discrepancy with the particular credit bureaus….IE Equifax, Transunion, etc. requesting that they contact the creditor and have it added. You will need to supply the credit bureau with the loan number.
As you know, having a positive entry can raise your score.
Good Luck.

You carry the document that put you on the mortgage. Anyone running your credit will know exactly what it is.