This stems from a support request I made. I don't think everything was captured in the story. My problem stems from running out of things to do in a sprint (underestimating velocity). We add an issue to an ACTIVE sprint that has no story points assigned to it. After it's added to the sprint, we add story points to the issue. At the sprint review, those story points are not counted towards your velocity. However, if you add story points to the issue before adding it to the sprint, those points are counted towards your velocity.
Without some sort of warning, it's easy for anyone to inadvertently screw up the velocity. I wasn't able to figure out how to fix it afterwards either, which would be nice to be able to do! Removing the issue from the sprint and re-adding it doesn't work.
This stems from the difference between underestimating velocity versus scope creep. Scope creep - things we need to work on that weren't planned - shouldn't have story points, but working on the backlog because you ran out of work in the sprint, should definitely be counted towards your velocity.
Note that even if you were to add an estimate to the story before adding it to an already running sprint, the Velocity Chart would not include this estimate because the story was added after the sprint started.