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I have seen the exact same thing. What are you doing, exactly? I bet you are:
1) plugging in your phone
2) Windows 10 grabs the phone and immediately opens the explorer window, which is completely blank
Close that window when it opens, and go through Windows Explorer (just find your phone in the left hand list) and click on it. You will see it appear then. NO FRIKKEN CLUE why Windows 10 doesn't do it right the first time, but you SHOULD see it if you close it and manually re-open it.