removing old weight when installing new weights is standard practice because less weight needed is better.
Sometimes, and I say SOMETIMES, tires mounted are so perfectly balanced that they don't need weights (few Toyo passenger car tires, Milestar passenger car tires, and many Wildpeak AT3W I mounted achieve perfect balance with 0 weight).
I don't spend time removing residuals... I don't do it for custom wheels, and not even TE37s or any Rays wheels. at $10 to mount and $10 balance I ain't got time for that unless the customer pays the hourly rate for it then I'll sit there for an hour scrubbing the wheels. Hell, I'll also clean the brake dust off for you too.
Now, if the weights are gone and there's no new weight... and it looks like the weight fell off while driving... bring them wheels back for rebalance.