First, you can check with Office 365 retention policy, whether there exist retention policy to delete items from folder automatically. Create and configure retention policies .
However, retention policy will only delete content will not delete folder. So, you can also try to modify public folder permission(Remove delete permission from all users, only remain delete permission for administrator) for your all existing folders. (Add-PublicFolderClientPermission) If this phenomenon gone after modifying permission, it means those folders were deleted by someone before.
If this phenomenon still exist, you may need to confirm with the Office 365 team to check from backend.
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