That makes sense if you think about it. Watching something live requires a tuner. Doing a before and/or after buffer requires two tuners, as there is a period of overlap. But you have occupied one tuner by watching something live, so the overlaps are skipped. And not turning the box off (ie, onto standby) at night means that all overnight recordings will suffer the same fate.
I have also confirmed by experiment that the buffers are recorded if you are viewing something previously recorded. That does not require a tuner.
The moral of the story is clear:
1. Don't watch something live when two consecutive programs are booked - watch a recording instead! Even watching the program being recorded is ok.
2. Try to avoid booking things at the same time, or near each other. On Sky 1, the movies channels, and Discovery for example, programs are repeated, so you may be able to choose times that don't conflict. For example, I book the early morning version of Married With Children, so it doesn't conflict with the 6:00 news. Doesn't usually matter, but if I forget and book a movie that starts at 6:30 or 7:00, I could lose the end of a program.
Perhaps MySky should give warning of this type of conflict. I think it should, as program material is potentially lost.