Well, not stacking is not the same as losing a spell - so if the armor of agathys vanishes (spell icon vanishes) when you get hit, that is a bug. Are you sure it didn't just wear off? It only lasts for 1 hour (at least by description - not sure how larian implements this time limit. Mage armor is 'until rest' but that is mean to last 8 hours).
after your words, I decided to experiment more, reading the battle log more carefully. perhaps the Armor of Agathys is disappearing for a different reason. I've come to the conclusion that the description doesn't say that this spell requires concentration, since it actually does seem to require concentration. taking damage Armor of Agathys will disappear. there are also some nuances, for example, Armor of Agathys disappeared in 10 cases out of 10 attempts when receiving remote magical damage. there is also a very small chance that Armor of Agathys will remain after taking melee physical damage and its passive effect on cold damage will trigger again. Of course, the conclusion on the account of concentration may be erroneous, since I do not know DND at all and have little knowledge of this game.
thank you for your question
