You have to understand, this game was initially designed as a government-issued industrial experiment to track missing children way back in 1991.
The missing part is left over as a long-existing shadow of the past, when it was used to locate abducted children potentially taken by the mob (hence the "mafia")
it means that person is absent from the lane they started the game in, probably roaming for a gank. the other players should be careful that they don't get caught out.
He is hiding in someone's else house and will come back later during the game. However some roles can kill while being ''missing'' if they hide in your house. Essentially they skip a day.
if janitor is present in the game, it means that they used their night action. janitor's meeting hides the role of the dead player, and only the janitor knows their role. can only be used once. if you got this message in setups where there is no janitor, i don't have an explanation for that.