How exactly did you start the docker container, i.e., what commands were used? Did you create a persistent volume for hosting the Virtuoso database files, as detailed in the documentation, such that when the docker instance is stopped the database file are persisted, and when restarted again using the same volume the previous data still exists? As it sounds as if the data is not being persisted, i.e., no volume was used, so once this container is stopped the database and associated files are lost …
Note assuming you used the Virtuoso RDF Bulk Loader for loading these datasets you MUST also ensure the checkpoint;
command has been run to commit pending transaction to the database file before shutting it down, as bulk load operations are performed with transaction logging disabled by default to speed load times, and if a checkpoint
has not been run before restarting the database then the data loaded would be lost …