If the steps disappear on your watch, then it cannot be due to Garmin Connect Mobile. Garmin Connect does not change the count on the watch.
That told, there is another possiblity that just came over my mind - possibly your time was desync, and the watch has reset the step count, since it thought it was midnight. Could it be the reason - have you seen any irregularities in the time display? Do you use the 12hr or 24hr display? On a 12hr display you could have overseen that midnight is shifted to the noon, for example. Since the time on the watch is synchronized by the GPS, it can happen that it is set to a wrong time when you move from one zone to another one, when you do not use GPS for a long time period, or when you start the GPS, and stop it before it aquaries satellites - in such case it can think you are in a different location, and can adjust the time accordingly.