I've experienced this a lot. Sometimes they're 'phantom haptics' as people like to call them, whereby the band moves in such a way that it feels like haptic feedback. This is especially common with the Leather Loop as the above poster mentioned.
However I have also experienced what were definitely, absolutely, 100% real haptics with no accompanying notification. They're usually half the length of a normal haptic. This bug has been around for a while, since the first gen Apple Watch for me.