There is a web site related scheduled task named “Users delete non activated user” responsible for deleting non-activated users. Its execution interval is set to one hour by default. This scheduled task deletes users which are not enabled or waiting for approval based on your settings (Site Manager -> Settings -> Security & Membership -> Delete non-activated user after (days)). You can either disable this scheduled task or make sure that the users which you do not want to lose are enabled and/or not waiting for approval.
-mr-