Why did I lose?
Was I killed? Did my county get invaded by hostile forces? Did my Liege get sick of me converting everyone to Lollardism (HERESY!) and revoke my title?
I was happily bumbling along as the Count of Pfalz when suddenly up popped the "Game Over" screen telling me I had lost my last county and that the game was over. Unfortunately, this window fills the whole screen and disables all the buttons so I can't see what happened. I'm not bitter, but I'd like to know which of my terrible decisions led to my ultimate downfall. Maybe there is a log file somewhere?
Incidentally, I don't think I died, because I had an heir (unless there was some last minute plotting to nominate an out-of-dynasty heir). So I'm guessing my title was revoked, but for what reason?
EDIT: I just re-read this question and, to be clear, I'm not inviting speculation as to what happened (interesting as that would be), but asking whether there is any kind of historical event log that I could read to find out what the last few events were in my province :)
Since you have already stated that the game was playing in ironman mode, I am afraid there is no way of viewing what happened. The save is deliberately encrypted to prevent editing/reading/etc.
To answer your speculation, yes, your liege can, under some circumstances revoke your one and only title. Converting to a heresy only makes it easier for tyrannical lieges who have a claim on your county to imprison you and confiscate it.
A thread here talks about exactly that happening, with the conclusion that you don't want to give your liege any reason to do that if you are a one-county holder.
Of course, you may have died with no legal heir.
However since you played on ironman, we shall not know!
Good luck next time, and remember to pay attention above to diplomacy and intentions, not just below.
A common cause of such automatic title revocation is your liege lord losing land - if a duke or king loses their demesne in a war and has 0 county-level titles left, they will immediately usurp a county from any of their vassals.
Other claims will give you a chance to respond and/or defend your title in a war, but this will mean immediately losing your county.