From what I've experienced what I can surely tell is that atleast one or more widgets in your desktop have bugs and thats causing all the widgets to disappear. It occurs at the point when the widget, due to some coding error, suffers segmentation fault or something and closes other desktop widgets (other than that comes with the device) along with it.
I had this just once while using media player widget but as I was testing my own package (desktop widget of course) I had this every time it was suffering segmentation fault and closed all the widgets I have installed from extras, *-testing, *-devel except the ones provided by nokia.
However, if there's other causes as well then that's beyond my experience