Nancy Drew, girl sleuth on the case ; I think I found the culprit, sorta .First, to answer questions: Running CC 5.37.92.6309 which I think is the latest, under Win 8.1 and IE 11. Unticking all IE options in CC didn't help---history still cleared completely. However, I did notice when doing an analysis that there was an "Internet Explorer More" which was from CCEnchancer, but unlike most of the CCEnhancer additions, that one isn't even listed under Applications with choices, but as a single choice under Internet, so no way to tell that not to clear history (which shouldn't even be related since that is covered by normal CC and unchecked). So I unchecked Internet Explorer More, went to a few site to get a history, and ran CC again and it didn't delete the history! So the culprit is Internet Explorer More and the fact that it doesn't allow any granularity. I'd love to have it do everything else to wipe IE, but not at the cost of my history.
The oddest thing is, I haven't updated CCEnhancer in ages, but update regular CC every time an update is offered, and this unwanted behavior only started after a few updates ago. Making me assume it was CC.