Let's say I capture the traffic between my PC and stackoverflow. If I delete this session in Fiddler, it won't be shown again if I try to capture the traffic.
What to do ?
Typically, this means that your browser cached the traffic, so that it doesn't hit the network to reload the page later. Either hit refresh in your browser (e.g. CTRL+F5 for IE) or clear your browser's cache before attempting to reload the page.