There are a number of different explanations – here are a few I’ve heard :
(1) the banner was cached in the user PC from a prior page display (perhaps even a previous visit) and so was not fetched from the server.
(2) the banner space was clicked on before the HTML code executed to load the image from the server.
(3) the user has advert images turned off on his/her browser.
(4) if you pop to a new window then the user may have clicked multiple times – perhasp because of a load problem.
All of them are potentially possible … and I could think of a few others depending on how much HTML you know, and how you track and market your tracking URLs.
Stats are just a guide mate – if you tracked these things locally on your own site then you’d be closer to the truth. The internet is a complex place – and almost every user has a slightly different computer setup – meaning that many results are possible.