MusicBee writes the playlists to disc as you create them and it will show any playlists that exist in the folder,so there are only two ways what you describe can have occurred:
Another process removed the playlists after you closed MusicBee (do you have any kind of Cloud sync process operating against the MusicBee folder?
Alternatively and more likely is that you are now looking at a different MusicBee library as each library will have its own Playlist folder.
As the above poster recommends, search your hard drive for mbp files and look at the folders they are located in. Also worth looking in your recycle bin.