I could not manage to replicate this problem easily. I even set Firefox to forget history, delete cookies, etc. upon closing the program, and added two sites to my bookmarks before closing after saving the setting to see if that would cause them to delete. It didn't. So, therefore, in my expert (cough) opinion, you have encountered a glitch. I would:
1. Reinstall Firefox.
2.
Report the glitch.
3. (optional) Download
Google Chrome, because it is likely more "bookmark" friendly than Firefox (and better if you don't use Adblock in FF, because as we all know, Google depends on ads/AdSense to exist).