Transformers the movie wasn't released in Japan until 1989, despite being animated in Japan in 1986 (How does that even work?) They had already broadcast seasons 1 & 2 over there and got season 3 without the movie to explain Convoy/Optimus' disappearance. It was a mystery to them.

This game and it's name is literally the result of them not knowing that he was dead.

@Yawackhary If this game had come out in the US the title probably would've been The Search For Optimus Prime
ala Star Trek III.

For children in the west It was no mystery what happened to him, and because of the backlash, they were already in the process of bringing him back.

@galber Convoy is the original Japanese name of Optimus Prime, since Transformers is basically a bunch of Japanese toys bundled together mainly from the Car Robot line of Diaclone and made its own universe. Had it came out in the US and kept to a similar title, it would have been The Mystery of Optimus Prime. I'm assuming that it's connected to the later Transformers G1 episodes or the movie.

So yeah Mystery of Convoy would be correct in the case. With a bit of leeway, it could also be seen as The Mysterious Convoy or Convoy's Mystery.

Also the box art of the game itself says Mystery of Comvoy so not even Takara got their own character name right.

Was the title mistranslated as Mystery of Convoy? I feel like Convoy of Mystery is a better translation. Not only does it keep the word order, but it Grammarly makes sense too.