e-mail with password link gets completely erased

When I receive a mail with a link to change a password from a website, I see the pop up with the mail in the message center, but when I change to the mail application, the mail cannot be found there. It's not in any of the folders. Not even in the junk-mail mail folders. It is completely erased.

Did somebody else observe this kind of behavior?

Is there a workaround for this?