It's temping to treat this as more of the same "Catalina is buggy, Apple is doomed" news, but note that Mail.app has ALWAYS been less than rock solid. For some reason, it seems to be a prime target for new features and reconfiguration every release, resulting in a lot of churn which unsurprisingly brings about bugs like this. A cursory search indicates a bug about some messages not showing up in 10.8, a Gmail issue in 10.9, VIP issues in 10.11, etc. But hey, we have gratuitous, cannot-be-disabled window animations when replying to a message, so what's a little data loss compared to that?