It Happens. Pills that are used are Oral Contraceptive Pills. They contain hormones and mimic the normal hormonal pattern of the body.
Periods happen due to shedding of the lining of the uterus. If the lining is excessive or is shed over many days the bleeding is more. But if it is formed less, or in negligent amount, the periods may not happen.
Perhaps this is the reason you are Not having the menses
Next Steps
You may just NOT take any pills and wait for the normal menses to occur, when ever they do, say after 10-15 days. Consult a Gynecologist to get evaluated. Perhaps you need a change of pills, to ones which have lower hormonal content.