Deleting a site on WP multisite deletes civicrm uploads folder's contents
Deleting a site in WP triggers deleting sites/nn/uploads folder contents. Unfortunately, that site still had a civicrm symlink pointing to /uploads/civicrm which the delete trigger followed and subsequently deleted. 

Don't use symlinks. I removed without issue. Instead you can define resource paths in civicrm.settings.php file. Will take a look at updating docs.