I notice a fair few people I follow have recorded activities and I get a notification. Then when I check it the activity has disappeared.
My guess is that the activity was originally recorded as "Everyone" and was then changed to "Only Me" or deleted.
To avoid this (and give yourself a bit more privacy) you can change the default settings in Strava.
This is for the Android version. I assume the iPhone version is similar.
In the main screen of the app, tap the cog icon in the top right. That should open Settings.
About half way down the screen is "Privacy Controls". Tap that.
In the grouping "Where you appear" the settings you'll want to change are "Activities" and "Group Activities".
The options are Everyone, Followers and Only You/No One. You probably want to change Activities to "Only You" and Group Activities to "No One".
These are then the default settings for your activities.
When you've completed an activity and you're editing it afterwards (eg. to add photos or change the title) you can change its individual Visibility setting to make it more visible if you want to.
In spite of the warning messages, the privacy setting is no longer used when completing challenges. This changed about a year ago.
The other privacy setting you might want to change is "Map Visibility", which can hide the start and end points of activities around a particular address.