Disclaimer: Ive seen this happen with just crossbow Piglins so far, but that could mean it affects some other projectile wielding enemies.

Bug in question happened on a Realm. I have not been able to reproduce it.

So I was in my nether tunnel, improving it because my friend decided to make a staircase up to the portal. I was building the new tunnel, and I get hit by seemingly nothing. I then see an arrow appear out of nowhere and pull up my shield. After a bit of looking for this Piglin, I relog. (Because that's what I do when my villagers wake up when they've disappeared. Totally different bug in this update.)

Relogging to find the Piglin worked, but I don't think everyone Is gonna want to do that.

I did not record it because I was too startled to at the time. sorry :/