By default, new PEP nodes are created using a configuration that instructs the node to not persist items. This causes data to 'disappear' over time when a client creates a node without explicitly setting that option. As EJabberd rejects requests options that it doesn't recognize, Conversations (and likely other clients) do not set options explicitly.
Openfire should start using 'true' as the new default value for this pubsub option.
(note that the bookmarks implementation has an override, but other nodes do not. This is why the bookmarking functionality is not affected by this).