This has never happened to me on my Fire HDX OR my wife's Fire HD 6, all of the audio books are still there.
Soo, your paranoia aside, this may have been a glitch. Did the storage space that your tablet reports to you change as well? Did it go from 20Gb used down to 2 or 3 or anything?
It does suck that neither Amazon nor Amazon (sorry, Audible (both Amazon
)) wanted to help you. You can of course just go and download the books from your Audible library again. So at least there is an easy fix if neither one of them can explain why it happened in the first place.
Good luck.