I've noticed this several times recently. I haven't logged on for 5 days now largely due to this.
It used to be for almost any or no reason you could lose your wagon, disconnects, glitches, whatever.
Not sure when it changed, but now, like you said, there's no point in attacking a wagon. At the first sign of trouble they just quit game and that's that. It's lame.
About the ONLY reason I play is wagon hunting. Its the hardest most exciting part of free roam, hands down. And now that we've lost it, I really don't have the desire to log on anymore.
Let's just have private safe no shooting lobbies where the NPCs have no weapons, no predatory animals, no cliffs to fall off of or rocks to trip over.
For those who like the new wagon behavior, I would ask......
If there's no challenge,or risk are you even playing a "game" anymore?