The only way we can describe the case is that one of the birds in the nest, helpless as it is has mysteriously disappeared without any sign of struggle. Chances are, it never got to spread it's wings and fly away like what it's remaining sibling might do in the near future.
I am immensely saddened by this. It's like having your one and only sibling being kidnapped or dead. This is from the other bird's point of view. From my point of view it's like losing a niece or nephew (because I once jokingly said my parents looked out for the birds like they were their grandkids)