Apple Podcasts might delete your downloads due to several reasons:

1. **Storage Space**: If your device is running out of storage space, Apple Podcasts might automatically delete downloaded episodes that you've already listened to.

2. **Settings**: There are settings in Apple Podcasts that control how many episodes are downloaded and how long they're kept. For example, if you have settings to keep only the most recent episode or to delete played episodes, this could be why your downloads are disappearing.

3. **Subscription Status**: If you unsubscribe from a podcast, the app might remove downloaded episodes.

Here's how you can check your settings:

1. Open the Podcasts app.
2. Go to the Library.
3. Choose a show from your list.
4. Tap on the three dots (...) and then tap on "Settings".
5. Check the settings there, especially "Custom Settings", "Download Episodes", and "Delete Played Episodes".

You can adjust these settings as per your needs.