Why aren’t any of my Apple Pay transactions showing up on my bank statements

They would not appear as "Apple Pay" if that is what you are looking for.

They'll appear as charges from the stores or merchants directly.

Also, unless you are using a debit card for payments they would not appear on your bank statement. They would appear on the statement for whatever payment method you used for Apple Pay.

Have you looked at this Apple Support article for reviewing recent Apple Pay transactions on your iPhone.

See your Apple Pay transaction history - Apple Support

What have you bought recently using Apple Pay exactly as an example?

What do you see on your statement then?

When using Apple Pay, did you select the credit or debit card you are looking at the statement for?