He might have... I've never kept tank mates with my male bettas... How big is your betta? How big was the neon? If it was smaller then the bettas mouth, he most likely ate it.
he probably ate them, with enough picking and ripping it appart he can make it fit in his mouth
my female does the same thing when i forget to feed them for a day she reminds me to feed them by eating my glow light tetras im down to 5 now thanks to her