System.debug not shown in debug log

Code:

try{
   update o;
   }catch (System.DmlException e){
    
     System.debug('DML Issue: ' + e);
     
     o.Price_Due_Date__c = System.today();
     update o;
       
      }

I try to update Opportunity object and set proper stage. However it may throw exception because this stage cannot be set if field "Price_Due_Date__c" is empty. (validation rule)

Question: Why in debug log I cannot see the message "DML Issue: ..." in case exception was thhrown and Today's date was set?

-Aki