This is unfortunately one of those issues that can be triggered by a variety of factors. We have identified one architectural reason as to why this is occuring that needs to be addressed by us (the bookmark issue).
In other cases where others seem to be hitting the issue with FBX, we have not been able to reproduce. This does not mean there is not a problem, it just means that with the data we have (usually scene files or submitted reproduction steps) we have not been able to recreate the problem from scratch on our side.
This may be multiple issues with the same symptom (loss of material).
It is also possible that users are hitting order of operation issues where material assignment does not remain preserved for whatever reason.
This issue has been known to occur when users accidentally duplicate (special) an object but forgot that their instancing option was turned on. Or when Users encorporate reference based workflows and create local assets by importing or merging in references that have or have had component material assignments applied to them.
There are several reasons as to why this issue may occur and unfortunately issues such as this take time to pinpoint precisely what the issue is. Naturally we need to identify it first before we can fix it. And then, we may only be fixing one portion of the problem. The same problem may repro another way.