I received a major revision from IEEE Transactions, however one reviewer left no comments. Earlier this already happened to me and the reviewer had left the comments in “Comments to Editors” section. Should I contact the editors in this case and ask if there are some comments? Or should I ignore it as it is simply not my problem, but their mistake
You should definitely contact the editor. The reviewer may have forgotten to attach his/her comments. If it is not a mistake, then in your response, just say 'No comments to address'. If it's a mistake and you do not address the comments, then the missing comments will be used in the next round and thus delaying the review process.
You can certainly ask the editor to clarify if an error occurred. However, I would say this is not strictly necessary. An alternative would be to simply address the issue in your letter when you resubmit, something along the lines of:
We revised our manuscript taking into account all reviewer comments, except for reviewer 2, who left no comments.
You would probably then hear back from the editor if there were indeed reviewer comments you were unaware of. The worst case scenario would be to lose some time before publication, it is nothing that would be held against you in the decision to publish (or not). But of course, if you really cannot or do not want to afford that, ask.