MC Version 1.15.1
Mine also attempt to flee to the Northwest, despite having been found much further south and west than their current location. Additionally, they attempt to do so even within a completely enclosed area with no way out. Renders the bees that attempt this useless until I manually wrangle them back near their hives, at night or while raining, so maybe they'll go inside and stop trying to leave.
I didn't see it here by looking or searching, but I'm experiencing this on a server, though only villagers are disappearing, even after being interacted with. Version 1.15.1 release.