I know about the related problem that sometimes explorers seem to return empty loot mails.
However, I have a different issue:
Each day, I send out my 12 storebought Savage Scouts for Medium Searches 3 times.
I have recently wondered about the amount of mails I receive.
This morning I verified, I received seven loot mails from 12 Scouts.
So, 5 Scouts did not even come back with a mail!
And yes, I am sure that I did send all of them out!
I am unsure how this has been going on, but in the past 3 days, I have noticed that I received significantly fewer loot mails than before.