I think you're confusing something there. A buffer is something like an open file. When you switch to the next file in the argument list using :n you close the current buffer and open the next one, so the changes must either be saved or discarded at this point.
Additionally the default behaviour of vim is to display an error message if you try to go beyond the last file in your argument list, so losing anything is not very easy in vim.
Maybe describing your actions (pressed keys) could help here, if this does not answer your question.
[edit]
Ok, now I know what the problem is: There is a difference between a buffer and the list of files to edit that you supply when starting vim. If you start vim with
vim a.txt b.txt
there are 2 files to edit. This does not mean, there are multiple buffers. You can navigate using :n and :p (meaning n(ext) file and p(revious) file). If you have the global flag :hidden set, this means that every buffer you close will become a hidden buffer. The file is still being edited, but it is not shown in any window. This value is possibly set upon startup of vim in your system. Try adding :se nohidden to your .vimrc and try the following:
:help buffer-hidden
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