Jurien, I am getting the same error. Did you figure out what's happening?
Yes I did figure out what happend in my case. If you have two data connections and you think that one is on incremental refresh extract and the other is on full refresh extract, then you're wrong. As soon as you have a full refresh of your extract active in your workbook, it is actually updating all data connections with a full refresh. Whenever there is a full refresh active in your workbook, Tableau doesn't save the added data from file in some way. So'll always lose your data.
If you got your datasources setup right, just stick to incremental extract refresh only. Then your data won't disappear.
I hope this offers a solution to your case.