Assuming you are using the CD version of TurboTax that you physically installed on your computer, it is absolutely impossible for anyone but you or someone with physical access to your computer to delete anything from your computer. It's also possible (and highly probable) that you did not save your return before closing the program.
With the CD version of TurboTax, your .tax2019 file is saved by default in the documents/turbotax directly unless you take physical action to change that location.
