First, the easy ones. 1: No, it's not common, or at least if the old file gets deleted, a new one is supposed to show up immediately. 3: I haven't seen any similar reports from Windows 11 players, but most people are still running 10, so the sample size isn't large.
2: Files would normally never be deleted from the …\The Sims 3\Downloads folder unless you did it yourself. But OneDrive could do so if you'd filled your cloud storage and the syncing process had a hiccup. So please check whether OneDrive is running and set to sync the contents of Documents:
https://support.microsoft.com/en-us/office/choose-which-onedrive-folders-to-sync-to-your-computer-98b8b011-8b94-419b-aa95-a14ff2415e85
If it is, you'll want to at least stop the auto-syncing if not deactivate OneDrive entirely. You may need to pause syncing and/or cancel the current sync first:
https://support.microsoft.com/en-us/office/how-to-cancel-or-stop-sync-in-onedrive-4885c27e-3d89-4d69-be75-2646c71367d3
Before you proceed, make sure you have a backup copy of any file or folder in Documents that you want to preserve. Sometimes changing these settings can remove the local copy of the data, leaving only the one in cloud storage.
If OneDrive isn't involved, I'd suspect some third-party service that's supposed to clean your system of temporary or duplicate files. After all, some of the Sims3Packs were duplicates (you originally had one in each user folder), and it's possible they're all getting flagged. I have no idea what you may or may not have installed, but if you do use one of these programs, it may well be the culprit.