You’ll have to be more specific, Sonarr doesn’t remove downloads in sabnzbd if the quality is unexpected, it only removed them if the download failed, or if the download was successfully imported.
Sorry for being blunt, but that isn’t more specific.
Was the file imported into the series folder and deleted there? or was it deleted in sab (intermediate or completed folder)? what does the logs say? do you have a sonarr category configured in sab? what kind of behaviour did you expect, sonarr leaving the download alone or import it into the series folder? To repeat, did you check the sabnzbd and sonarr logs to see what actually happened?
Sonarr will only track one copy of an episode and will delete an existing file in order to upgrade the quality. If you want to download better qualities and not have them deleted, Sonarr cannot do that at this time.
If you don’t want Sonarr to download upgraded files, you will need to adjust your profile accordingly. See the Profiles page on the wiki for more information.