Hi,
That is not strange behavior,this is how it is designed to work.
As suggested by Anindya that only if there is a change in data then it will have entries.
You deleted the data from change log not from active data table and you loaded the same data again which in turn tells the system that no change happened so nothing comes in it.
Try to add and edit the same data and load it again then you can see the entries in change log table.
That's how you can understand the concept and clear your queries as well.
Hope that helps.
Regards,
AL