When Windows users suddenly discover that their files have vanished from their desktops after interacting with OneDrive, the issue often stems from how Microsoft’s cloud service integrates with the operating system. The automatic, near-invisible shift to cloud-based storage has triggered strong reactions from users who find the feature unintuitive and, in some cases, destructive to their local files.
I would guess it trys to “backup” them to onedrive and deletes the local copy but there is some problem that causes it not to actually add it to the onedrive, so result is no file anywhere. And it does this with its own permission of course, without informing user about anything.