When you initially create a room it is only temporary. Once everyone in the room leaves the room, it disappears. To make a room permanent you must contact a senior admin. See the help file Creating a New Room for the procedures.
Permanent rooms also may vanish. If a room is not used enough it will be considered inactive and will be deleted automatically by the server. To prevent this, you (i.e. your group) just has to use your room and play Go there.
The admins may delete a room when the owners or users repeatedly violate the KGS Terms of Service. However, this is rarely done, and if a room has disappeared, the usual reasons are listed above.