Looks like I'm not the only one with problems. First hit on google for "luaedit deleted my file": This new version occasionally deletes files from your hard drive on exiting. The first time this happened it deleted all the files in the the directory containing the file I was editing. The second time it deleted all the icons on my desktop!
Update: Looks like LuaEdit is a popular tool for editing interfaces in WoW. Somebody must have trojaned it. Link: Don't use LuaEdit. Seriously. I had the same thing happen to me as well. I was manually editing one of the lua option files in my WTF folder, saved some changes, closed the program... Then came back the next morning and discovered that ALL my addon option files had been deleted. Fortunately I had a recent backup, but... I ended up just uninstalling LuaEdit.
Too bad, cause LuaEdit looks like a sweet program. I guess if I want it bad enough I'll have to download the source. :-)