My home style is out in the open but raised off of the ground, similar to the witch's hut in the game. My donkey was fine while roped in the fenced off portion underneath.

After taming the donkey and adding a saddle, I released it from the rope, but still in the fenced in area. After adding a cow to the mix, I lured a creeper about a chunk away from my house.

When I returned, the donkey had disappeared, taking my saddle with it.

**Side note: There is no longer an option to add a chest to a donkey saddle. I am unsure if this is purposeful or a mistake as well.

-Other things that I noticed: 1) it was daytime, so no mobs killed it and no saddle was dropped anywhere. 2) it didn't get out. I looked around. 3) I released the cow from the rope and it has yet to disappear, despite my running around.