I presume this is on dm Server 2.0.x. Please confirm.
I am chasing a somewhat similar bug with a commercial customer but in they undeploy a previously deployed application and then many apparently unrelated bundles are impacted (they are stopped and then restarted).
Your problem does seem different in one respect: the deletion does not appear to be your doing.
Please would you take a look in the diagnostic log serviceability/logs/log.log and see if there is any evidence of some activity preceding the HD0001I message which may be initiating a deletion.
Also, it would be interesting to know if this happens after a clean start (add the "-clean" switch to the startup script invocation).