I am not sure how many of us have this problem. I do and if the number of viewers are an indication then there are many of us.
My temporary solution is to lock the audio track after recording, before saving the project. I think this transfers the track to the hard drive so although GB indicates that the track is lost, it will still play. Once you unlock the track however, it will be lost.
A second approach is - after recording the audio track but before saving the project, go to the package contents and look in the media folder and make a copy of the audio file (or files) then paste the copy in a file on the desk top. You can then reintroduce this audio file (from the desk top) in the project and be able to heat the audio track, even after opening and closing the project.
One problem with this approach however is that you cannot modify the track. Additionally, if you change the tempo of the project/song, the tempo of that specific audio track does not change although all other track do change.
My suggestions however are not really practical where you are trying to develop a song.
I suggest that all affected GB9 users (seems that some users do not have this problem) send an e-mail to APPLE, informing them of this problem experienced with the GB9 software as below
Address -
http://www.apple.com/feedback