OK, so a caesura in a standard piano part with two staves just shows the caesura mark in the bottom staff.
Now, in engrave mode, if hiding empty staves of multi-staff instruments is enabled and the bottom staff in the piano is empty, it only shows the top one and no caesura for that matter. Additionally, a multi-measure rest before the caesura is broken, so it just shows an empty bar there. This looks like a bug to me.