I found an interesting pattern.
After several tests, I noticed that when I watch any replay and play a match immediately afterward, once the match is finished, the most recent replay (excluding the one from the just-finished match) gets deleted.
This process is perfectly reproducible.
If it helps, I also observed another detail. Currently, I have the daily mission “Get a Win Streak of 0/3 in any mode”. After achieving 1/3 or 2/3 progress (I haven’t tried 3/3), the score resets to 0/3 immediately after viewing any replay (so something happens during or right after replay viewing).
At the end of my tests, I noticed that besides the replays deleted through this process, others from past days are also missing. So either this bug is worse than it seems (I haven't seen any replays in the past few days), or there are other issues leading to the same result.