If you bought that milkweed locally and it's commonly found in nurseries, that is unlikely to be Asclepias tuberosa. It's Asclepias curassavica, Tropical Milkweed...that has the red/gold flowers, although there is a gold only version that I like. Some nurseries sell it as with a false label saying Asclepias tuberosa. Anyway, I've had some seed pods on my gold A. curassavica. If you'd like seeds, I could send you some.
BTW, I had a couple of the real A. tuberosa plants years ago (I ordered them from out of state and they just up and died the first year. I talked to a local native plant nursery owner and he told me he doesn't grow them because they don't do well here.

Ditto on the tropical milkweed. The real Asclepias tuberosa is covered in hairs, and needs sandy acidic soils to grow. Regarding the lack of seeds and caterpillars, maybe all the pollinators and butterflies bypassed your milkweeds for wild ones this year, since we had good rainfall.

I agree that the red/gold kind of Milkweed is Tropical Milkweed.
I grew the orange kind of Milkweed (tuberosa) from seed my first year here and was dismayed when it "died" after a few months. It didn't die - it came back the next spring, it had only gone dormant due to lack of water. So now I irrigate my orange milkweed during the warmer months and it blooms off and on all spring and fall, and I had lots of fat seed pods. We didn't have any arial spraying for mosquitos in the Mid-Cities, so maybe a lack of pollinators is why some milkweed didn't form pods this year.

Thanks everyone for your replies - and thanks Linda for your offer to send seed but to tell you the truth I'm so busy with work I won't remember to plant. I also have the orange version that come back up each year. There are so many butterflies this year in my garden. Yesterday, even spotted this Zebra on my zinnias - first time I've ever seen one in person. Took shot with my Blackberry so its not clear. But what a beautiful, striking butterfly! What do these guys like because I want to attract more to my garden.

They lay their eggs on passion vine like fritillaries.