The resource could be embed with the project file without being saved in a library. Substance Painter always saves all used resources in the project file, that's what makes the .SPP autonomous.
When adding an asset to the library, you have the choice between Current Session, Project or Library. If you have selected Current Session, you won't find the resource in the assets panel next session.
Regards,
Cyril Dellenbach (Micro) | QA Support Artist | Adobe