It's possible Mt. Gox had the same thing happen and didn't notice. As I understand what they're saying, Dwolla just changed the status back to unpaid and took the money without any notification. If you weren't looking for something like that, you might not notice until some time later when you tried to balance the books.
It's also possible Mt Gox has had the same thing happen and hasn't talked about it publicly. Based on the reasons they gave for their French bank cancelling their account, we know someone's tried this with Mt Gox SEPA transfers using stolen online banking information, and since SEPA transfers are definitely reversable it's very likely they lost some money from this happening, yet they haven't said anything.
This might be a naive question - but since when are SEPA transfers reversable? (In case that you gave a correct and matching account name + account number.) I never heard nor have seen reversed SEPA transactions so far. Can you maybe elaborate on this?