Currently, the only way to check whether a bond is being made is to look in the .geo file produced by phenix.refine. I'm guessing that you are using a visual check in Coot after refinement to see if the ligand is bound. Coot is using LINK records in the PDB file which phenix.refine doesn't currently write so you can not use a visual clue to say that the bond was not formed in refinement. Coot is a different program and creates representations of bonds from different inputs. If you used PyMOL to view the model, the bond may have been drawn on the screen for you because PyMOL uses the distance between two atoms to draw a bond on the computer screen.