If you saw books suddenly disappear when you turned wifi off, this just means that your device was set to see ALL, rather than just DOWNLOADED. You were just seeing the books you have in your Amazon account which you haven't yet downloaded to your kindle. With wifi off, you can no longer see them.
If this is the case, just switch wifi back on and download the books. Or, if you want copies of the books on your computer, go to Amazon via your computer. Go to my devices etc, then in the list of books you've bought, on the far right side you'll see an option to Transfer Via Usb. This will send the books to your computer to be sideloaded to your kindle.
This way, you'll have a copy of the book on your computer just in case Amazon ever do get Big Brother-ish.
EDIT: I've just realised you're not a newbie, so this is probably not the issue. I'll leave this post for anyone new to ereaders who may have this issue.
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