Hey just wanted to say that I was having what I believe to be the same issue.
I am using the latest release of the tinymce advanced plugin (3.3.9.2) set up to pull my custom styles from editor-style.css.
Everything seemed to work perfectly 100% of the time in FireFox, but in Internet Explorer I was experiencing the issue with the disappearing styles from the Styles drop-down menu. When I initially load the editor in IE the styles would appear, but if I navigated away to another page of the admin panel and came back to the editor the list of styles would disappear.
I found that logging out of WP and clearing my cache would bring them back, but that's not really an option for my clients so I went ahead and applied the fix recommended in this post. I installed the Advanced TinyMCE Configuration plugin and then manually added my styles under the "theme_advanced_styles" property.
That seems to be doing the trick, at least as far as my 20 minutes of testing goes.
As a note to others applying this fix, the styles must be added in the following convention:
Name to Appear in Styles Menu=className; Another Class Name=anotherclassname; etc...
I just want the actual class names themselves to appear in the styles drop-down menu so my values look like this:
alignleft=alignleft; alignright=alignright; brown_subheading=brown_subheading; etc...