Why do I sometimes receive an SMS notification from Join but then if I check my phone the SMS is gone from my SMS app?

Unfortunately that’s probably an issue with the default SMS app on your phone.

Since Join is not the default SMS app on your device, it can’t delete SMS from the phone’s database. Only the default SMS can do that. So this issue must come from the default SMS app itself. Maybe try contacting your SMS app’s developer and check with him why having Join (or any other app that handles SMS messages) on your device would have this effect.