I stay logged in ALL of the time. Assuming that I understand what you are talking about, I'm not sure it will matter how/when/if you are logged in all of the time, or you log in and out. I think it's a "
feature"

of the vbulletin software that is turned on. I used to admin a handful of other sites and we never had this happen, yet in 2 of the forums that I still post at (this being one of them), it seems that sometimes the new posts (subscribed or unsubscribed) seem to just disappear before you even read them.
It annoys me as well. Unfortunately, I can't do anything about it here since i don't have that access and it would take me a while to even figure out what setting it is that causes this. *shrug*