Depending on when you last played, the folder in which ships & games are saved may have moved. It used to be in Saved Games\Cosmoteer and before that it was in AppData\Roaming\Cosmoteer. It's now in Documents\My Games\Cosmoteer.
That's the only reason I can think of why your files may be missing. Neither the installer nor the game will delete those files automatically, unless there's some major bug that I don't know about.
