Yeah, it seems really odd. Even more odd that it happened to two of us. I do think the first time I lost a level was due to death/training higher than I should have, so that's OK now that I understand it.
But the second time, there was no death or curses, etc. and being a rogue, fleeing shouldn't hurt me. And I swear I leveled TO veteran the night before. I even went into an inn and mentioned it to several people who asked how the training was going. If I somehow got dropped a level when logged off (crash, etc?) it makes sense that when I went to train veteran skills the next day it drained the exp on my Journeyman(5) level (I would not have trained in those skills had I realized sooner that I'd been downed a level).
Just wish I knew how to avoid this in the future.