After some more looking around in the demo viewer, it seems that the first core you grabbed, the orange curiosity core, never fell into the portal you shot at it. This is visible if you press "drive" while paused in the demo viewer and look from above. If you look from below, as you did after incinerating the rest, the cores don't render, making it seem like they all were incinerated.

The demo works fine on my system using source unpack with either playdemo or demoui. Using the latest steam release, the demo fails with either, with unhelpful console errors. No clue on the core disappearing, though.