I suggest you post to the LAMMPS mailing list, not me personally.
If I understand, you are saying atoms did leave the non-periodic
box, so that is the reason LAMMPS says "lost atoms" and stops.
If you are asking why the atoms moved so far in z with a big
non-periodic box, then I don't know - you'd have to examine your
model and constraints as to why the dynamics are now what you
expect.
Steve