That’s happening in cases when the request has not finished running, but you changed the current URL. In this case request to GTM SS was aborted and that’s why you didn’t get it.
This also happens in other browsers. Chrome uses the same approach.
To fix this for sure, send purchase event from thank you page, but you need, in this case, user data parameters there. Another option that you can use is delaying somehow redirecting to thank you page, but in this case, the request still cannot be finished.