I always wondered the same thing about the VOY EMH. Three times a season they're worried that they lost him. So what? Restore the April 16th backup and get on with your trip. They have no trouble moving the program back and forth between the ship and the PE, so why not just copy it?
In Data's case, his inability to make a stable daughter might have something to do with it. Moreover, Lore was flawed, hence the creation of Data. Apparently Soong was the only one able to make one that worked, and he could only pull it off once.