This issue occurs when using the Microsoft GS Wavetable Synth as your midi synthesizer, I suspect it may have a limited amount of voices or something of the sort. I've experienced it on midis from random wads I've played (my biggest example is the Mountain Path arrangement that plays on MAP12 of Sunlust, the drums are half gone) and my own midis too.
The best solution is to just use a different midi synthesizer for playback. Most sourceports nowadays should have an option to use Fluidsynth, Timidity++ or some other alternative, which you can use with a soundfont that has the same instruments as the default Windows library.
