I just deleted one of the group members. Now, one of our folders disappeared. Does this happen because this member just created this folder? How can I get it back?
Yes. But there it isn't listed.
Maybe it helps if you provide at least the version of owncloud you're using. I think this is the absolute minimum you should provide when creating such a post (besides additional info about your environment which are also completely missing).
If this folder was owned by the user you deleted and shared by that user - it is gone, you will need to get it from your backup. There is no trashbin for user deletes at this time. Thats why 10.0.x makes it more prominent to "disable" a user rather then "delete" it.
Considering to ban the delete from the graphical interface as too many issues seem to happen with it, then only an occ command could actually delete users, but that switches the role for user deletion to the system administrator from the ownCloud admin role. Feedback/Discussion welcome.