Yeah this happens quite a bit ...It is there.....you may have "show parallax in editor" turned on...sometimes when you do that ...if your parallax is not set in the right position or you changed it from when it was once somewhere else it will appear not on your layout when you play..usually cos its just now set off the layout.....As farsmile90 said....Just move the contents of that layer back to the Game Window markers....(The Grey dotted rectangle in the Layout View)
Easy solution but confused me also when it happened the first time...lol