How often do grandmasters miss checkmate? Although top players are extremely good at finding checkmate, the number of permutations of moves in just 3 moves can be hundreds of thousands, and the farther out the possible mate (e.g. mate in 4, mate in 5), the more permutations are possible; so it is understandable that a checkmate will sometimes be missed by top players.
Engine analysis of past grandmaster games would reveal missed checkmates - what percent of classical games did/does a grandmaster miss a checkmate?
Probably more often than people realize.
There have been several notable instances where GMs (even world champions) have missed simple mates in one.
From my own experience, when I analyze my games the engine frequently will point out some ridiculous 25 move forced mate. In a game, I'm not going to take the time to calculate something like that out if I have a very clear, simple and direct win. Maybe it takes a couple of moves longer but who cares?