This is in fact known behavior, if you are editing the objects from our web portal. The cause could be that the referenced record in the other type doesn't exist, therefore the relation is invalid and cannot be resolved.
When an item is selected in the portal and all its fields are loaded, the relation fields are additionally expanded in order to be displayed. Any referenced but missing objects are not part of the expanded result and later when you save the root object, only its valid relations are preserved.
To avoid this behavior it is recommended to update such objects not from the portal, but using our REST API or SDKs. This way the values of the relation fields would stay the same, even if they point to non-existing objects.
So, please check if the related item exists and the relation field has the correct Id. Also ensure that the field is related to the correct content type.