Could it be someone physically in your immediate surrounding area, who is capturing your network traffic and modifying packets mid-stream?
Performing Man In The Middle attack is not possible for your communication with Electrum servers because they are encrypted using SSL. Somewhat similar to your communication with this very forum that is encrypted with SSL.
And even if they could, the "packets" don't contain any sensitive information that could lead to any kind of losses. They are all public information (your balance, transactions, addresses, etc. all of which found on the blockchain already).