Hey there!
Fear not, it's not a bug.
The system works as this:
At the end of every week's timespan (let's call it a season) of the antagonist league qualification, you'll collect the Stigmas to get ranked.
While you surely were expecting to keep your gained rank (...so did I), bear in mind that you will be ranked -every- week.
Not taking part in the antagonist league meant not having a single Stigma and therefor being rewarded the corresponding rank...
I find this system unfortunate in regards of the requirement for weapon unlocks but I like the hard reset it makes with every end.
TL;DR: You always keep your gained rank only for -one- week and you have to re-qualify for a new rank every week.