This problem has existed since 2012.
In my own archive, most of the posted photos are missing although they can be downloaded by going to the Photos tab online and downloading each photo album. (Have since done that and deleted all of my FB albums.) I also found that when looking at the “messages” sent privately between parties, sometimes parts of the exchange are missing.
Something like this:
BL: 10:30pm <text of message BL sent to me>
EM (me): 10:45 pm <text of my reply is missing >
BL: 1115 pm <text of his reply to me is missing>
Sometimes the archive file shows “Conversation with <person name>” and then there is no text at all.
Facebook has demonstrated it is incapable of safely handling our data. I have concluded that Facebook staff, from the CEO on down are incompetent and can never be trusted with our data.