There are cases where you can indeed be threatened by an enemy without being adjacent to them. You'll see it with monsters that have attacks with 10' or even 15' reach (giants, bigger-sized dragons, etc), or characters wielding melee weapons with the Reach property (such as halberds). According to D&D rules, if you're threatened and you move outside of the threatening enemy's reach, they get an attack of opportunity on you (unless you use Disengage or a similar ability). If the game doesn't behave like that, it's either Larian homebrew or a glitch.
Also keep in mind that doing an opportunity attack cost your reaction, of which you only get one per round. So a creature that already used their reaction doing something else won't be able to do an opportunity attack this round, even if one would normally be triggered.
