My S-Rank recruits go missing after I fulton them. Whats going on?

As no additional info are provided, this is the likeliest answer:

The soldier you fultoned were shown as S rank, but were Boaster. Which mean while you see them as S rank on the field, they really are A rank, or even B rank. (rumors say they could even be as worse as C rank). When they get in the Brig, their real stats are shown, and as such don t appear as S rank anymore.