Don't worry! You might have accidentally made them invisible. The eye icon next to the set name indicates its visibility. Tap it to make the whole set invisible on the map (but not in the Bookmarks menu).
The app can't delete bookmarks by itself. Bookmarks can be deleted only if you delete them manually. It may also happen if you installed a system update, restored a backup or used such apps like Clean Master.
You can backup bookmarks via Share button in bookmarks menu or copy all .kml files from app’s folder. In iOS bookmarks are saved automatically with a system backup.