Simply put: I entered the mission at level 19 with one space left to level on the level display, when I finished the mission I was at level 19 and I had only one tic on my level display. There was no leveling sound nor a UP arrow in my level display.
This not a big problem, just annoying and all that 'not fair' feeling. I've been playing the game from the beginning in 2006. I'll still continue to play.