This just happened to me by accident, luckily I was just messing around and it was no major loss, but it seems like factories can disappear into the ether this way.

Basically this happens if you mark your factory building for deconstruction, then walk inside it before your robot does the deconstruction.

When you leave the factory you will reappear at the correct coordinates but the factory is gone ... and apparently so too is your robot and the factory item it should have been carrying. No idea where it has gone too, I waited around and it never returned to me. This seems reliably reproducible.

Suggested fix would be to cancel any deconstruction order on the factory the moment you enter it?

When a robot can't find you (because you're on a different surface), it will find the next thing it can work for (a logistics system or another player) and go there. If there is no such thing, the robot will simply wait where it is until something changes.

Your factory building is probably in the closest nearby logistics system (or still slowly making its way there because it's far away and the robot ran out of power along the way). If you didn't have a logistics system on the map, the robot would still be waiting for you upon exiting the building.

Interesting side note: While testing this, I crashed Factorio once when roboplacing a factory, but I absolutely can't reproduce it.