It turns out this convoy was completely unescorted. Game randomly determines the number of escorts and there is a small chance that no escorts are generated. During the attack I was unaware of this and during the escape I suspected it but was not 100% sure. Initially I attacked this convoy a second time, a daylight submerged attack, and I could confirm there were no escorts. Later I decided to continue with the save from after the first attack as the second attack was too easy. I kept the first attack and accepted it as a gift from the tonnage gods for being a good boy.
