The unlikely explanation: They don't want you, and this is a lame excuse. Very unlikely, because it would be a lame excuse and completely unnecessary.
Likely explanation: Someone made a mistake. Maybe the interviewer forgot to drop his notes at HR, HR thinks no notes = no interview. No interview = no job. So if you don't act, you won't get a job. And they made a mistake, so it's time to act and to act quickly.
Write down when your interview was, and who interviewed you, if possible with some detail what they asked you. Call the company, ask to be connected to HR, if that doesn't work insist on being connected to HR, and very importantly don't be sorry for any inconvenience.
You start the conversation with "I had an interview last Wednesday (for example) that went very well but now I've received an email saying that I missed my interview. Can you sort this out? " And as soon as possible, because once the job is gone, it's gone.