there are several ways, I could think of, that causes this..
>> You got some trigger, similar to Archangel's post that destroys it, maybe some randomly created one, that wasn't in you mind, so check your triggers
>> The Tower has low HP and something in the closer environment destroys it, maybe some enemy unit, you don't remember or that's forgotten, that destroys it, or immolation or something like that, any ability or unit that could destroy it, because the tower gets destroyed "after" it was built..
>> It's just weird.. some kinda bug, try to redo this part or place it at another place, or make it invulnerable, just test some stuff, till you find the solution.. normally this won't happen just so.. there's propably a reason for this, try to find it