I've seen this happen a couple of times. Once they start assembling on the limb you can tell if the queen is there. If she is there the swarm will be hanging there just chilling. If she isn't then the cluster will seem nervous or adjutated(sp). I'm thinking either the queen never left the box, didn't go far and returned or something. I saw a hive do this 3 days in a row about the same time. When I saw the cluster at ease on the branch in the super they went.