No reason at all why that should happen (see attached screen recording)
Once your video files are loaded only stopping the cue list will unload them.
This could happen if you press ESC, or if any of your other cues have a fade and stop list programmed in their triggers tab
However, a 2 hour video file takes no more time to load than a 2 sec one, so I'm not sure why you need to preload them in advance. If all your cues were set to auto load then your first long file would load as the announcement audio cue played, and the second long video would load as you faded the interval music.
You usually only need to manually manage pre loading when you have groups that start lots of cues simultaneously. e.g if you had a group that started 20 sound effects and 8 videos to 4 screens, if they all auto-loaded at once when the cue before the group was triggered then they might affect the playback of that cue.
Also, if you are just starting a single video file from a state where nothing else is playing, it should start near enough instantly anyway even if it is not preloaded.
Mic