I have had four occasions where blue goblins (Gelatinous Sire) just disappear.
My monk is strong enough to one hit kill Torment 16 goblins, but these just suddenly are not there anymore. I have killed the first and second phases and then they are just gone. There are no portals, treasury or bodies left behind.
Then you’re doing too much damage and they’re not splitting properly.
Not a bug.
Really? 
I guess I need to be gentle with them… 
It is a bug. That’s why it’s in the Player List of Known Issues.
The workaround is to wait until each split has fully spawned before attacking.
This depends on what Class and build you are playing. If you control the attack and damage, it’s easier done. If your damage is automatic and/or over time, it’s not so easily done.
No, it is arguably a bug. And not because it works as expected.
Bugs are (generally) unintended.
This works precisely like a character with multiple cheat deaths, yet still dies, due to too much damage.