I don't know where to start about an operating system deleting anything belonging to the user without knowing why it is there. As AndyC alluded to, there might be shortcuts on the desktop to network locations which may be temporarily unavailable. Notebook users who may not be on the network for days at a time is the most glaring example. And no, the user isn't "doing it wrong."

Anyway, this happens as part of Windows 7's system maintenance which is controlled by a number of a Powershell scripts in %systemroot%\diagnostics\scheduled\Maintenance. Commenting out lines 28-36 in TS_BrokenShortcuts.ps1 will prevent it from being able to do this (it will cause the script to act on an empty list basically). You need to take ownership of the file first, then add permission to edit the file. Be sure to reverse the permissions change and make the owner TrustedInstaller again when done.