So far, there is not a clear cause:effect to point to but others have made similar observations. See this recent discussion for some ideas: [webmasterworld.com...]
tangor
4:16 pm on Apr 19, 2023 (gmt 0)
Do the lost keywords actually appear on the destination pages? Otherwise might be viewed as "near direction" or "misdirection" and thus deprecated.
Falls into the "too many signals" category that will make folks look for verification.