I work in a tower, but I've seen NORDO ops on the radar, and we usually have them happen at least once a day in the terminal environment. From someone that punched in the wrong frequency (120.5 instead of 120.05 just on the tower frequency) to someone that just doesn't hear us call them, it happens.
Did anyone try to contact you on 121.5? We hear that chatter all day since we have that frequency monitored on loudspeaker in the tower 24/7 -- "UALXXX, this is AALXX on guard. Contact Kansas City Center on ###.##."
You were most likely advised to call the facility just to make sure there wasn't any neglect or nefarious reason for you to be NORDO. If you weren't a factor, they were probably just letting you fly for a while and would call you closer to either a necessary frequency change or potential conflict. Then, if you couldn't be contacted, they'd probably try to call you on guard before labeling you as NORDO and calling the Domestic Events Network. If the supervisor that you called didn't push the issue, then you shouldn't have anything to worry about.