We are self-hosted using docker compose also, but not seeing this issue (we reboot our servers once a week after security updates and data remains there fine). Could be a misconfiguration in your docker-compose.yml file. I would recommend comparing your docker-compose.yml file with the official one (
https://github.com/SigNoz/signoz/blob/main/deploy/docker/docker-compose.yaml) and see if there are any differences that could cause it.