This has been happening since the most recent update (XD41, June 7).
Windows 10.0.19042
Build 19042
XD v41.0.12.11
The issue is happening in a local file, with linked components from other local files.
I have a file containing linked components from a few different files. Every time I open the file, all of the linked components from one (not all) of these files have been disconnected/ link lost. Relinking them works fine, but it doesn't seem to stick. The components that lose their linkage changes every time I open this file, so it doesn't seem like a problem with one particular linked file.
My coworker is having the same problem with linked components becoming unlinked, and she's working on a completely different set of files.
While our files are "local," meaning they don't live in Adobe's cloud storage, they do reside in the cloud (OneDrive).