Drupal 6 - form submission data loss from empty required fields
This is the default behavior, but I agree that it would be a irritating issue.

Perhaps if you did something like a warning message at the top when the user loads a previously edited node that has empty fields that are now required? That would get them looking at it from the get go. form_alter could do this for you.

Adding some pretty CSS on the page to highlight the empty required fields would also help guide them to the fields where their input is required.