Another user posted about a similar situation: Syncthing does not find Connection to Clients on Server with 2 NICs in same LAN
Hesitate to infer that Syncthing caused the data folder to be removed in either case. Anything that clears app data could be responsible. More likely in both cases Syncthing is starting as another user (especially easy to do if starting with task scheduler) or pulling configuration data from a different location after restarting.
@daviscom If you are interested in starting from scratch and solving the issue you could download the regular binary again and use the instructions for “starting on login” here: https://docs.syncthing.net/users/autostart.html
This would likely solve the issue for you.