Well, looks like the PIN is not disappearing, it's just not an option for logging in. I still have a PIN setup in Windows but I don't get the option to login with it.

Well, it seems that Windows keeps losing my PIN. I'm on the Technical Preview Program so I have Build 11099 and I am not sure why the PIN keeps disappearing. If anybody has suggestions?

I had the same thing happen to me. I didn't realize at first that it was the new build that was put out. Will have to report that back to MS. All I did was go to Settings, Accounts, Signin Options...