Generally, this has to do with Roon getting confusing messages from your operating system about what’s happening on your NAS. @brian detailed some of the underlying causes (and our ongoing efforts to work around this behavior behavior) here, so that’s definitely worth a read.
This does not mean music is being deleted, but we know it’s an extremely annoying bug, and we are hoping to deploy the improvements Brian described soon. For now, some more details about your setup may help @support get things more stable for you.