Hi Paul, it is possible your semps are indeed making seed, can be less than obvious because seed is as small as dust. It is also possible some or most of the seed has spilled, depending on how the stems are harvested, Kevin Vaughn explains best practices in his new book on Sempervivum. I have only done limited experimentation with semp seed collection and seed sowing, but getting some good results.
When I collect the stems in late summer, I put them in small paper bags or white letter envelopes. Tipping the carefully cut stalks into a bag or envelope should reveal some seed. When the stems are totally dry, I do gently roll/crush the capsules between my fingers, it results in chaff (hopefully with seed it it). I sow the chaff/seed mix on top of the soil mix and lightly sprinkle with a very fine sand grit.
Here are seedlings of Semp 'Speciosum', I had it in a pot placed among a planter that had several flowering semps ('Brock', 'More Honey', & pittonii), all within close proximity, bees did the work but likely crosses made by being so close to each other. Photo from June 03, 2018.