If you got denied and never received a letter it's possible they don't send denial letters, though I've never seen that before (They always say they'll let you know). Either way, I wouldn't take the fact you didn't get a denial letter to mean that you were actually approved.
If you were approved and didn't get a letter with the card, THAT would be cause for concern. I don't know what happened, but you shouldn't worry about it. Check the backdoor number thread and try to get in touch with the card issuer for a recon if you really want the card.