Board Thread:Skyrim/@comment-11444045-20131012131356/@comment-10207438-20131012210726

It's because of the way the game saves.

it saves your character and active effects; then it loads the thrall, so if you enter a place then reload the save it might not load the thrall seeing as he's not always IN the save

it might happen more often with the DBH Sanctuary due to followers being stuck outside.