Interesting debate, but back on topic, guys!
It is possible that they became a snack. :(
I've seen a (male) Betta eat a JellyBean Tetra (similar size to a Neon). The poor Tetra wasn't fully grown yet, but close - and definitely much too big to fit in the Betta's mouth. I don't think this issue is very common, because I've read many accounts of people keeping Neons with Beta with no problems, but my Betta was pretty aggressive, and also a snail hunter! (the tetra were put in the tank by a well-meaning, if clueless, husband who was trying to help *cries*)
Hopefully it wasn't the Betta who took your poor little Neons, but I just wanted to chime in that yes! From experience - it IS a possibility! Hoping you have no further problems with the little guys. . .