If ME is not Major General Lafayette McLaws, then your, er, ME is dead.
I've heard of rare glitches (simultaneous order or movement click, etc.) when ME is killed and the Tragedy screen doesn't appear, however, ME is always replaced by an unknown officer.
If ME is McLaws, then he died the final seconds of the end game time. If you have your auto save set up you can check this, and possibly save your Major Victory score unless you've played since.