2002 Mazda Protege Dry Oil Filter when changed

I have been changing my own oil for decades. The last two oil changes I have found that the oil filter is dry and the filter appears to be unused. Before going to a mechanic I would like to know what would cause oil to bypass the filter. The car runs fine and there is no oil pressure light. I checked oil levels after putting in a new oil filter and checked again after starting the car. I see no difference (it is a small filter but I expect to see a difference).