H1, H2, HM stopped being created in Tax History

Apps 9.0, Tools 9.1.4.4, Vertex 3.2.1

MN and ND Employees.

According to Document ID 1461418.1, the H1, H2, and HM tax records should still be created even if the tax amount is zero.  That is how our system WAS working until we applied a Vertex update (data only) in January.  Now our H1, H2, and HM tax records DO NOT get created.

Is this anything to be concerned about since the taxes are zero anyway?  Has something changed with how Vertex handles these?

Thanks

Gene