That's a strange one...I know you can turn the command history on/off and even increase/decrease the history size.
If I'm reading your question right you're saying during a normal session you can log back in to the server and your command history is still there...but if your session crashes for some reason...every command you entered during that session goes away? ...or does
all of your command history goes away?
Is bash your default shell or is your default shell something else?
Try looking through this reference and see if maybe something isn't set right on your system...
GNU Bash Reference Manual - Bash History Facilities
You might also try adding a user to the system with bash as the default shell and see if the same issue occurs.
*edit* I apologize if I'm reading into your issue incorrectly...late nite and not enough coffee...yet.