Where are you located? In cooler summer climates, this grass does not bloom well. In my area, we just don't get enough summer heat to properly develop the seedheads before too late in the season.

I'm in zone 7 Oklahoma where it stays hot from late May through October. Mine are only just now kicking in with blooms that are still forming and opening. They are the latest to bloom of all my grasses along with the 'Flamingo' muhly that is sold by High Country Gardens. I imagine gardengal is right, they really do need a long hot period. M. riverchonni is another type that blooms pink, mine bloomed in mid August and the blooms are now wheat colored. High Country Gardens sells these if you need a type that is more suited to a shorter season. They also carry M. 'Flamingo'.

I have read there is a Texas ecotype of the Gulf Muhly and also a Florida type, the Texas is supposed to be hardier, maybe it would bloom for you reliably? I am not sure how a person tells which is which when buying them however as I never see them distinguish one from another.