If you are separated from someone in a crowded place, it would be more common to ask,
"Where did you go?" or "Where did you disappear to?"
If you haven't seen a friend in a long time and you want to know why they have been away,
it would be more common to ask,
"Why haven't I seen you?" or "Why have you been away?"
"Why do you suddenly disappear" sounds odd because if you can see them again, your sentence should be in the past.
"Why DID you suddenly disappear".
I hope this helps.