I’ve used the rotobrush tool many times, (it’s great!) but just encountered the same problem with the matte disappearing after applying the “freeze” button. I’d spent about four hours on my roto so I figured I’d try a couple of things before throwing the effect out and starting over.
I found that if I copied and pasted my footage (with the effect) into a new comp the problem resolved. Whew! I’m glad that worked!