Follow-up:
I did a factory reset for other reasons, and I encountered the contacts loss again.
Anticipating it this time, I tried to have a look at the contacts often while setting up my stuff.
I can’t pinpoint it exactly, but I think the contacts got lost somehow in connection with me installing and setting up Lawnchair to replace the stock Bliss launcher. Perhaps there’s even a certain lag between the cause and the effect.
Anyway, since everything is set up, the contacts seem to stay.
So, I guess if you intend to install a different launcher, have a backup of your contacts ready 
. (The Contacts App can export them to a file, for instance.)