I tried a few things so far and the issue keeps coming one particular contact but I haven’t been able to identify the reason. There are two contacts, I usually use for speed dials (in both cases the private phone number). One never gets removed, the other sometimes gets removed. The most obvious difference is that one has a picture and the other one doesn’t. So I configured another contact with a picture besides the two usual ones. After syncing for a few times, it is still only one that creates the trouble.
Another test was using different positions, i. e. assigning the contacts to different speed dials. This also did not make a difference.
The next thing I might try is to delete the problematic contact and recreate it.