Same thing is occurring on my tomato vines. The flowers aren't being pollinated. Saw an article recently discussing that phenomenom and they are blaming the lack of rainfall. Suggested remedy was to thump the flowers with your finger to dislodge the pollen and fertilize the flower so that it will set fruit. If not pollinated, the flower with wither and fall off. ergo, no tomatoes or in your case, no cucumbers.
That is something I didn't plan on having to do when I planted the vines and in this heat, forget it!
Rb

This is happening with our squash too, and frequently does in the heat. Walter Reeves answered our squash question two weeks ago on his radio show.

Hang on, we should get cooler weather shortly and you will get your 'fruits'.

GGG