Not all codes will trigger a light and not all scanners will read all codes.
If a minor fault only occurs once, the CEL might not illuminate.
Depending on your scanner, it might not read anything other than generic engine codes. The stability control computer might not be talking to your scanner. OBD2 requires certain codes be readable by generic scanners. It does not prohibit the auto manufacturers from creating others codes that can only be read by proprietary scan tools.
With that said...the CEL should certainly illuminate when you first turn on the car to show that it works.