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So I just downloaded 6.73 and found that posts being downloaded are disappearing quickly on their own.
I can't find them elsewhere or in the trash.
So I downloaded 6.72 and it does not have this problem.

I searched the forums but maybe missed it.
Is this a known issue ?

No reports as far as I know of. 6.73 will automatically reject encrypted files that you don't have a password for. You can bypass this checking in the spam options. 6.73 won't re-download a file if it's already on disk (the name and contents are the same).

These are not encrypted downloads.
After I installed 6.72 I was able to download the very posts that were disappearing in 6.73.

6.72 might not be filtering them. I'd look in the logs. 6.73 has been out for awhile now so, I'd have already expected reports if this was common.

You could try 6.80B9 too. I assume you looked in the failed list for your files.