Dunno if this applies to the campaign part of the game but when you create missions with the editor you can set waypoints for every unit. If you access the properties of these units there is a checkbox that says something like "delete on last waypoint".
So I guess in your case the ship actually made it to its destination and has been removed from the "world". So to prevent this from happening you should do what BdU keeps telling you : "Be more agressive!"
