OK, in that case, a few things to check: did you call the constructor for your covergroups? Did you destroy the class instances before the end of the simulation (this would remove the coverage)?
When the simulation runs and exits, does it print a banner showing the details of the coverage files that are being dumped?
When elaborating the design, if you add the -messages switch do you see the summary table at the end of the log, showing how many SV covergroups there are?