Why does my squad get split up when joining a game?

From this webpage:

Battlefield 3 does not understand the concept of a full squad. If a squad of four tries to join a server that is near full, but still has enough room it will get split if someone gets inserted before the squad does. So, if you look for a 24-player server that currently has 18-players, a four person squad would fit there. But, if three players join at the same time as when the four person squad does, BF3 doesn't tell the squad of four that the server is full. Instead, BF3 will let three people on the squad of four into the game. The leftover person is kicked back to menus.

Battlefield 3 gives priority to balanced teams over intact squads. If a squad of four tries to join a game that has 12 people, but is uneven (say five vs seven because of people leaving the game), then BF3 will split up the squad of four! It will put three on the team of five and one on the team of seven -- therefore making the teams balanced at eight players each, but leaving the squad broken.

While the map is loading, you can press 'B' (look in the bottom right corner) to tell the server not to automatically assign you to a squad. This will improve the likelihood that your squad will stick together. However, the server you're joining still has the ability to split your squad across the two teams in the name of 'balance'.