It's probably due to item memory.
SMW keeps track of which items (coins etc.) have been collected, so when you re-enter a room through a pipe or door, they stay collected and don't re-appear.
When you collect something, SMW treats everything on the same screen and the same X position as "collected".
Your issue may be that separate sublevels affect each other (i.e. if you collect a coin in level 105, then take a pipe to 106, the coin in that position doesn't appear). To make sure that the level don't affect each other, change the item memory index (
) so that each sublevel has a different index. (You can use index 3 to disable item memory altogether.)