Most linux installations perform file system checks periodically (at boot time) ... I
think the periodicity is around 1,5 years. Which means lost+found is re-created then. I've no idea how ROS does the file system checks.
As @bpwl already explained the role of lost+found, normally it's not needed and if fsck finds some lost files (and thus needs the directory), it'll create it anyway. However, if missing lost+found bothers somebody too much, then
I guess it is possbile to do things right as follows:
- properly unmount USB disk
- plug it to normal linux machine
- execute fsck -- -f <USB block device> to forcibly run file system check (without "-- -f" it won't run if FS otherwise seems to be clean)
- move USB stick back to router