AH-HA ...
From the documentation -- AdGroupAds that had been removed are not returned by default.
Of course!! -- the ad ID I was trying to fetch was DISABLED -- which I guess is synonym for "removed" in this API world (who knew?)
So -- to work with this "feature", simply add another predicate to your selector, i.e.:
status IN ( DISABLED, ENABLED, PAUSED )
So that the get operation will return the ad regardless of its status !!
Solved.