This happened to me a lot on one of my SM playthroughs. I don't know if it's a bug or a feature they added to the game to make it more realistic, but wingmen seem to randomly die sometimes, when they're not flying with you. It does appear to be random...on one playthrough, I lost FIVE wingmen in this way and ended up playing through most of the later missions flying solo. In another, I only lost one in this manner (Knight).
The only fix I found was to save frequently and re-load if someone crucial died. (I did this a bit because I didn't want to miss the fiction that vanishes if someone dies).