Interesting... not quite sure why the dictionary would clear. It could be that a registry setting is stuck or incorrect. Try doing the following:
1. Open Start>Settings>Personal>Input>Options
2. Toggle the XT9 settings off, then back on again.
3. Soft-reset and see if the problem is fixed
HOWEVER - I do not use XT9. In the past, I used autocomplete which seemed to update itself when you added words it did not recognize. I just did some digging, and it seems that XT9 might not be able to learn new words by default. Have a look at this thread at XDA-Developers that shows how to update the dictionary:
http://forum.xda-developers.com/showthread.php?t=610549