The missing energy is evident indeed, but this is not the point. You usually use the missing energy as a proof of a neutral particle, not a fast decaying partic

The missing energy is evident indeed, but this is not the point. You usually use the missing energy as a proof of a neutral particle, not a fast decaying particle. And you can not say what that neutral particle was because you did not measure anything about it. More importantly, the particle we are considering, the one that decays really fast, near the origin, will decay into other particles, and those can be detected.