Is Form 1099-S issued if gains on sale of primary residence are less than the exemption?

I sold my primary residence last year, and capital gains are less than the $250K exemption. I did not receive a 1099-S from the closing agent.
Is this because my gain is below the exemption? Does the closing agent always issue a 1099-S?
I just want to know whether I should have gotten one and need to report my gain within the exemption; or if there is nothing to report and that's why no 1099-S was issued?
For those who were in these situations where your gain was less than the exemption, did you get a 1099-S?