It looks like the profile and associated certificate never made it to your phone. If they had, as you note, you would see them in "Settings - General - Profile."
Most likely you attempted to enroll, but there was a network issue (flakey network, blocked ports, problem with the server) which prevented the task from succeeding. SCEP, the protocol which handles certificates, is pretty much a form of file transfer - an analogy for your situation would be clicking a "download" link and having the network go down, or the server go offline, before you can finish the transfer.