If you are using the bundle, then you are probably using the Hypersonic database. When you bring the app server down, Hypersonic dumps the database contents into the server/xxx/data/hypersonic directory. When Hypersonic comes back up, it reads the default.script file to repopulate the database. Either that file is being removed for some reason, or Hypersonic is having problems reading it on startup.
My suggested solution is to use MySQL, or some other database, instead of Hypersonic.