happened to me thrice in total so I’m positive it’s a thing. if you equip a spell from the spell game, the game kind of lags and you can’t press a thing and then the spell gem is gone.
This has happened to me as well.
Are you equipping the gems from the inventory, or from that specific creature’s menu using the “Manage Spell Gems” option? And are you replacing a gem that a creature already has equipped, or adding it to an empty slot?
It’s happened to me equipping it from the inventory. I think it’s related to pressing two keys at once. Something like: Choose gem, choose ‘equip to a creature’, choose a creature, accidentally press e and right at the same time, bug.
This happened to me as well. Equiping from the spell gem menu to a creature that has no empty slot, swapping a spell for another one, menu keys bugged out and stopped responding for a little while then the keys started working again and it equiped the new gem. The overwritten gem was supposed to be unequipped but it wasn’t returned to the spell gem menu, it got discarded, i know i lost it because it had really good modifiers on it 
Thanks, found the problem!