That sounds weird if the directory would disappear while Firefox is running.

You did look in the correct location?

You can use this button to go to the current Firefox profile folder:

• Help > Troubleshooting Information > Profile Directory:
  Windows: Show Folder; Linux: Open Directory; Mac: Show in Finder
• http://kb.mozillazine.org/Profile_folder_-_Firefox

YES, I know where to look. It's just gone.

It's very strange, especially while Firefox is running. I copied the entire rest of the profile folder to a new location just in case it deletes everything on a restart.

Is that the only thing that is missing or are more files gone?

Check that you do not run Firefox in permanent Private Browsing mode (Always use Private Browsing mode; Never Remember History).

• https://support.mozilla.org/kb/Private+Browsing

• Tools > Options > Privacy > Firefox will: "Use custom settings for history"
• Deselect: [ ] "Always use Private Browsing mode"

Well, if something else is missing, I have no way to know. I had a Windows Explorer window open to the the sessionstore-backups folder, and when I clicked on it I got an error message since that folder no longer existed....

Not in permanent private mode. Trust me, it's not any of my settings or anything I am doing, it's Firefox doing something strange.

The folder was recreated on startup and it hasn't disappeared again but I'd still like to know why it happened!