Honestly, I don’t know, I’m not a plumber. There are a couple possibilities, including that it was built into the water heater or the relief valve did it’s thing. Some water heaters don’t need expansion tanks at all, either. It’s generally a “just in case” thing, since the right failures in the wrong way could lead to a hot water bomb going off in your house.

If you are on municipal water and there is no check valve between you and the water meter then the municipal water supply is acting as the expansion tank. It may not be to code in your area but that’s how many homes were built in the past.

The expansion tank isn’t just for the water heater. That increased pressure puts undue strain on the entire plumbing system in your home. It will cause toilet fill valves to fail, supply lines to rupture, and possibly even pinhole leaks. A lot of plumbing issues are solved by installing an expansion tank.