Just as a silly question, because I don't have a Kindle and I'm too ignorant to help here really... But it sounds to me like the files have been moved to the Kindle instead of being copied to your Kindle device. As far as I know that is the only way in which Calibre would forget a book within the Calibre Library. (You say "Calibre will "forget" that the books on my Kindle are in its library"; I'm assuming it=Calibre and not Kindle's Library.)
Again, cannot be of assistance, but thought clarifying the issue might help pinpoint that exact nature of the issue.