Who doesn’t? 
You can read about volumes here: Volumes | Docker Docs
The part you shared about creating a volume is correct, but it is only a part of it. Unless you share the whole config, we can’t tell if it is really correct. The container can’t ignore a volume, so it would help if you could share what exactly happened. Was the data folder empty?in the container after recreating it? Also if something deletes the volume too, a new volume will be created