This is the normal behavior. After no more VM is using the bridge, it will destroy it. OpenNebula assumes the resources it manages are only used by it. In other words, don’t use a resource that OpenNebula manages. For example, if you need a bridge (for example, for management), create a new one.
But, in my scenario, I need to have a bridge (br1) with an IP address to allow connectivity from all my VMs to Internet. This scenario is in this way because I have create three differents virtual networks, two with no Internet connectivity and last one with connectivity, using NAT. Then, br1 has assigned an IP internal (private) IP address in the same network range for all the virtual network that has internet connectivity. But when OpenNebula delete bridge and, then, recreate it when a new VM is created, that bridge (br1) is recreated but its IP is not assigned… so it is a big problem to me.