The first thing to do is to open the file for which you aren't seeing a logfile and check to make sure that the first line begins with;
Where the name of the file is the same as the file you're running without any extension.
Assuming everything in your file is correct then you need to open the *previous* file in XU2/XU5 and make sure that it ends with;
If this is missing the log details for your script will just be appended to those of the previous script.
Now assuming that you have used @utlspon/off correctly and you're still not seeing a log file and you're certain your script is running (the situation I found myself in) then check to see if you have used;
SET SCAN OFF
In any of your files. If you turn this off (usually so you can insert some special characters into a field) then you must make sure that before you call @utlspoff you turn it back on by executing SET SCAN ON. If you don't then, for some reason, you no longer get logfiles.
This proved to be the cause of the problem we were seeing.