It's doing it to me again. I spent a good ten minutes replying to a PM, and when I hit 'Submit' it took me to the "You Must Be Logged In" screen. When I went back the message was lost.
I took a break and tried again. This time I saved it before submitting, and sure enough it kicked me out again. I logged back in again and pasted the message, and that time it sent it properly.
Frustrating, to say the least.