The only thing that I can think of is that an Antivirus or security software may be deleting the files. A .PST file is basically a container file, and some AV software will delete or quarantine an entire container file if it finds it is unable to fix an individual item within the file.

I'm guessing you've probably checked your recycle bin and any quarantine (if you have AV). Have you noticed any other strange behavior in your computer that might coincide with the files' disappearance?

-SW