I think it is because you are in another area. Stars you get are relative of the area you are into - they don't disappear

To add to that:
The stars you find in one area, are related to that area (chapter , or part of a chapter) - and to the things you need to do in that area. And so they get used for specific purposes in that area. So the stars do not carry over into the next area.

So - if you had stars and used them, then they are 'gone', yes.
Which means you have succeeded in the task for that area and have moved on into a different area. Where there will be new stars to find, and use, there.

And an additional note: there are 2 different kinds of stars in the game!

(1) is a single star inside a bright nimbus. This kind of star follows Gris around, and is used for creating bridges and other things in the game. It is necessary to find all of this kind of star in each area, to be able to move forwards in the game.

(2) is a star inside rotating planet-type-rings. This kind of star does not follow Gris around, and it is NOT necessary to collect them to move forwards in the game. These are, instead, a kind of collectible.

If you miss finding all of the type(2) stars in your first playthrough, then after you have finished the game, the 'level select' option will unlock. And you can go back and hunt for missing type(2) stars and other things related to achievements if you missed them in your first round.