I think you're seeing one of two behaviours that changed recently with @replies. Essentially the @reply isn't auto-completed (and is often removed when you post) if there is only one possible, unmistakable person who's the target of your post and so your @name bit would be redundant.
So if you're making a comment on a question that has no answers, and it's the very first comment, then you are obviously making a comment to the questioner, so adding @name is redundant.
The other thing that's changed is that when SE thinks that two people are having a conversation (when there's only two of you commenting and you're going back and forth between you) then the @name is removed too, as it's obvious who you're talking to.
In these cases even though there's no @name in your comment, because it's obvious who you're talking to the person that you're talking to will still get notified that you're talking to them (for instance question askers are always notified when someone comments on their question with @naming anyone else).