I think it would be best for someone to see your designs, and the best forum for that is to raise a service request on SupportNet.
In addition to the steps to reproduce, they will need to know what version of AutoCAD you are using.
Is your Design using Wire Breaks? The reason I ask is because VeSys tries to avoid constantly updating Wire Break links in because it takes a couple of seconds on really large drawings, this can lead to the minor problem when importing wires it doesn't realise they are linked - this normally happens on the first opening of the drawing or even swapping between lots of drawings.
If you are using Wire Breaks and you notice the problem wires are always going across Wire Breaks you can hover over the Wire Break and see if the Leader Line appears showing the location of the Linked Wire Break, if they don't then you need to refresh the link by editing a Wire Break and then clicking OK.
Just to give you guys an update. I did submit a support ticket to Mentor Graphics for this issue. I have been working with one of their personnel who has been able to re-produce this problem using my files. They are currently trying to figure this one out. I will let you know!
If you open the dsi with say Notepad you should be able to see if the wires are actually in there, the other thing to check is that the wires in your Design are actually connected to the same pins. I have seen on a few occasions where it looks like the wire is connected to a pin but on closer inspection it isn't.