Not sure why this is happening to you. It doesn't happen to me so I can't really figure it out.
First try going to options and clicking reset map data.
If that doesn't work can you check your rooms folder and see if steven farms starter file is blank? It should not be.
If that doesn't work go to %localappdata%/Sand_Alpha (type this in the address bar in windows explorer).
if you have a rm_stevens_farm delete it and restart the game.
FINALLY if that doesn't work go to the stevenfarm map. Press the ~ button (to enabled dev mode) and build something. Leave the room, and go back in. Does it have the object?
Please get back to me. I really am interested why this is happening to you. It might be an anti-virus program deleting files? I don't know, but please get back to me about this. Without physically being at your computer it is very hard because I can't replicate the bug.