I am on sitecore 8.1(160302) with Coveo for Sitecore 81 4.0(895).
When rebuild index for Coveo_web_index and Coveo_master_index in indexing manager, at the end I will see the result window showing the number of the units been processed.
However in log file I don't see the units been processed.
Anyone else has the same issue?

This is simply a display issue.
It does not cause any problem, the items have been processed.