Maybe they were stolen by squirrels? Also, we had some weird temps last winter and this summer. It is possible the right pollinators (if walnuts happen from pollinators) weren't active when your tree was ready. Was there another walnut tree nearby that got cut? Some trees will have fruits only when a second specimen is close enough.
Walnut trees are biennial bearing, much like mangos, apricots and avocado. This means that if they have used their available energy and nutrients to make nuts one year, they focus on flower production the next year. There won’t necessarily be no walnuts harvested during the blossoming years, but there will be fewer.