MISSINGNO. the Glitch / Bug Pokemon is more of a myth, a Legend, None can have him as he only exists in the realm of codes & numbers, been the value of imaginary, but sometimes he likes to sneak into the world, causing mischief and glitching the system, only few people have obtain it, but by the ever watchful eyes of the Messengers & Guardians, they go and tell the Great lord, who summons Mighty Arceus and sends MISSIGNO. back to the Void of Data from whence it came, to protect the world from Crashing and glitching up in whatever scheme it has.
The Short answer; It's a bug or glitch that pops up in rare occasions, and it shouldn't, as his catch rate is 0 (Won't appear at all). Staff keeps an eye out for that, and report it.
Regarding been on your Pokedex and not in your list of Pokemon; He was removed/released.