For a totally closed fluid container the default conserve mass will keep the total density in the fluid constant, however with auto resize or any open boundaries density can be lost(the mass conservation step is disabled if any boundaries are open).
The forwardAdvection method, however, guarantees that density is not lost.(as long as diffusion and dissipation are both set to zero) You may still seem to lose some density due to diffusion effects that result from advection. Increasing substeps, resolution and simulation quality can help reduce diffusion resulting from advection.
The high detail solve method can also help with density disappearing.(unless it is caused by extreme forces or instabilities)