Did you buy it new? I have a 22 ST that I factory ordered and picked up myself at the dealer. The 22 ST did not come with the engine cover. It is one of the things they started leaving off, like the glove box light, when they knew they were going to stop making the Edge. It also didn't come with the hood insulation either. I bought that through the parts department at the dealer, but decided I was fine without the engine cover. The dealer verified and I checked other 22 STs in their lot and none came with the engine cover, so I bet yours never had it. There were several topics on this forum back in 22 about it.
PS -- does a cover need to be removed to access the filter or change tyhe oil? or would it have to be something at the dealership? it would help with tracking it down!
I think I know the answer but.....after getting some advice here so I can start doing my own oil changes, I popped the hood and.....it looks like the last person to left off an engine cover? there's three threaded bosses that look like they take one. it's only been to the dealership, and the oil change place next door. thx john p