Hi,
I stumbled in the same bug a couple of times now, so I thought wise to report it. This is what happens:
* I have just acquired an item (once it was from the Rube, once it was something I got through an auction)
* I don't close the dialog ("ok") but do something else (don't remember with the Rube, but in the other instance it was a key which I immediately dragged onto its door)
* The item I just acquired disappears!
Of course I am too much in a hurry. But it's quite obvious that this bug is a Bad Thing :)