Why does iPhone navigation bar disappear when browsing certain sites?
Yes, mobile sites can be programmed to remove the navigation bar whilst browsing the site.  Makes for a better user experience when these elements get out of the way.

This is documented here  http://developer.apple.com/library/safari/#documentation/appleapplications/reference/SafariHTMLRef/Articles/MetaTags.html

In particular the apple-mobile-web-app-capable element.