I have noticed this on my end too. The comments are not gone. It appears that if you comment on a student submission, when they resubmit, the comment acts as if it is tied to the prior submission. In the top right, there is a dropdown to view prior submissions. If you select the submission you gave feedback on, it will show up correctly in Speedgrader.
This only seems to really appear in Speedgrader. From what I can tell, if a student goes to the Grades page, it will show all comments regardless of when it was submitted by clicking on the comment icon. On your end, from the Gradesheet, if you click the little arrow next to a student's grade, it will show all comments regardless of when it was submitted.