I've never encountered this problem before. All the books i bought have always been with my sim. Even when i continually move households (due to using a single "rich sim" that I use to test homes i created), i would find the copies of the books in the bookshelf. The ones in my inventory remain where they are.
It is possible the books are laying about your house. A guest/s may have browsed your bookshelves. Active sims and guests can select skill books on their own and read it. Have you tried clicking on bookcase and choosing "Clean up books"?