If I connect a schottky-diode to the DC converter output, why doesn't sense the voltage?
The MP2307 is a synchronous buck converter.  At light or no load, the part will draw current from the output cap to maintain regulation.  (The low side FET turns on, reversing the current direction in the inductor, and pumping up the input caps.)

By putting the diode in the control loop before the output caps, the part has lost its ability to pull negative current through the inductor.

This likely causes the output caps to rise each switching period until the part reaches OVP protection and shuts down.  Or, it could cause a control-loop instability which shuts the part down for other reasons.  

Look at the startup with a 'scope to see what happens if you want to know, but this topology (especially without a light-load PFM or diode-emulation mode) can't work with a diode where you want to put it.