I have been prepared S-CNTs by heating H2SO4 at 180 °C under N2 air. The results shows succeeded. Interestingly, after 4 days later, the sulfonated materials changed back to the pristine CNTs. I don't know how, Anyone knows?
Sulfur has a very low vapor pressure and generally evaporates at much lower temperatures, even from compound solid-state crystals. It may be the case in your experiment. What temperature and atmospheric condition do you store your samples at?
Those are normal conditions. I'm not sure why you're losing sulfur. How are you confirming whether the sulfur is there or not? Also, do you store your sample in some solution?