Hi lUiGinO, its me P2kewl4u. This is a bug in the code for it happens to me as well. After what seems to be 2 months to the day you made the topic stick, they end up going back down in the thread list. When you open those particular messages, it will show that they're still "topped".
You have to un-top them, then re-top 'em.
Rebuilding your forum data also has an effect on sticky threads it would seem. I have never looked at the code as it isn't a big deal but I suppose I can see where it gets annoying if you're message traffic is very large.
If you're constantly updating message threads or rebuilding your data (every day as you mentioned), this would cause the threads to unstick. The sticky fools UBB into thinking it's a new message but as far as I can recall, only modifies the lastforum.cgi and not the HTML and #####.cgi date within the particular forum. So when you rebuild your HTML data and forum data, it rebuilds it with the HTML and #####.cgi files associated with each post. Since the sticky thread code does not modify those files, your end result is a rebuilt forum with no sticky threads.
Thankfully we have Lord Dexter pointing you in the right direction.
Check the hacking of forumdisplay.cgi
May as well have said the sky is blue.
Hope that helps lUiGinO.