You can have multiple masternodes controlled by a single local node, with all the masternode collaterals in one wallet.dat, which you can optionally indeed put to encrypted cold storage after starting the masternodes if you don't want to monitor them. Your local masternode.conf accepts multiple masternode lines. So clearly you have set your masternodes up differently. Any wallet.dat copy you have is an access point to your coins, so all of them have to be secured.
Bitcoins also sometimes get stolen/hacked. Bitcoin 2 is not immune to it unless you keep everything secure. A masternode that is accessible from the web is an easier target than a local node and so if there's any coins on a web server's wallet.dat file, careful security practices are needed.
It is easy to make a mistake somewhere along setting things up if you are not careful or don't know exactly what you are doing. So far in 8 months no one else has reported such losses of BTC2.