Why do PDFs disappear from the Books app on iPadOS?
I doubt this is caused by the Box app;


This is highly unlikely. Once the PDF is copied into the Books app, it's not possible for the Box app to remove it from the Books app.


  could it be some property of the PDF that causes Books to remove it immediately on closing?


No.

You can additionally check if you have sufficient storage space available on your iPad. Also, to keep the PDFs into Books app across your devices or between reinstalls of Books app, make sure you have iCloud for Books enabled.