I'm having this same problem of document unlinking. One occasion is when I've done some research on a female. I'll download facts such as census records which include images. When she marries and I add facts for her with her married name, the original census images become unlinked. The citation is still there and the image is still in my image directory. It is usually still linked under the sex fact but under personal facts it's unlinked. The only resolution I've found is to go back and copy the image to the fact.