There can be several reasons for File Explorer pins to go missing to deleted. Some of the common causes are:
Accidental deletion: You might have deleted the pins accidentally by selecting Unpin from Quick Access in the context menu of that folder.
Resetting File Explorer: If you have reset the File Explorer setting, the folders you pin to the Quick Access menu might go missing or deleted.
Corrupted files: Sometimes, corruptions in the system files may also cause file explorer pins to go missing or deleted.
Third-party Programs: The program you recently installed might also be the cause of the problem.