Missing in action is mostly a military term. Sometimes we use it jokingly to talk about someone who was not available when they should have been, but it would never be used to talk about a crime or disappearance. "Her son is missing. They don't know what happened to him." or "One day he just disappeared. He's been missing ever since."

"missing in action" is more specific and has to do with someone who disappeared while in the act of doing something or where that person has been doing something for a while but suddenly you touch with them for no known reason.

Thank you all!

You can say, He (or she) "went missing," for example, "Her son went missing a few years ago."

That doesn’t sound natural to me, a native speaker