Yes, it's a pain if you have to put them on again. The only way to avoid the problem is only to loan them out later in the window once the new season has started.
I checked your player history and this is the borrowing club, here:
https://rockingsoccer.com/en/soccer/info/team-22406
Last season they were in Brazil level 4, and there are now only 3 levels so a lot of the vacant teams in Brazil got removed.