If you're talking about what I think you're talking about, it's by design. There's a window -- I believe 5 minutes -- during which if you edit your question or answer, it's not counted as an edit. I believe that is what you're running into here.
(BTW, according to the linked post above, this goes for any edits within a given 5-minute window. Therefore if someone else came along edited this answer within 5 minutes of my adding it -- say to put up a picture of delicious waffles -- it won't show in the edit history.)
This is probably a good thing, given that after you post and have a chance to re-read, you might need to make some quick tweaks. Also, this helps ease the auto-community-wiki situation, as edits you make yourself do count toward your question turning wiki and not earning you rep.
So, correct, you're not seeing edit history.
Edit Not Saving?
If you're implying that your edit didn't save correctly the second time, then that's a whole other story. Looking at the answer you provided for your post, it definitely looks like any edits done were within the 5-minute window, so I can't see history on it, but the only time I've seen issues where an edit didn't "take" was when there was a concurrency issue (multiple users editing simultaneously). That doesn't look like the case with yours, though.