Yes, the playlist is there, but with 0 songs. I sync'd again when I came home from work and all the playlists were there (it worked correctly).
I restarted my zune software, and waited for the sync to finish and all of my playlists were saved to the device correctly (still).
So I refreshed one of my Smart DJ playlists, waited for the sync complete message to show and when I unplugged the device the playlists were gone again (listed but showing zero tracks). I think it may have something to do with the fact that not all the downloads for the new list were finished, but I still got the sync complete message, maybe I got that message in error? I usually leave my software running (unless there is an issue and I feel like I need to restart) so everything that was going to download (having that podcast issue where old episodes continually try to download) was already downloaded by the time I sync'd the first time this evening. The second time, since I had JUST refreshed the list with my device connected, everything did not finish downloading before I started the sync.
Then, I unplugged the device, refreshed a playlist, waited for all the content to download, AND THEN plugged my device in and it worked as expected.
I hope all that helps you track down the issue....
Platinum ZuneHD..... yea