It is just lag. It happens to me... I don't have lost and damned but when i play online with a friend, helicopters just disappear and the only helicopter is the one in the mansion in North Alderney. But if you join deathmatch Anhilators always spawn there. However i don't know how much this will help since i am using PS3 and never played Lost and Damned, but i think this is the reason.