I don't really have a guess as to how your Structured Keywords would have disappeared. If the file that stores them somehow got deleted entirely, Photo Mechanic would create a new one and show you the default set of Structured Keywords, rather than show a window with no keywords.
The file is located at the following location:
~/Library/Preferences/com.camerabits.PhotoMechanic/StructuredKeywords_UTF-8.txt
Restore this file from your most recent backup from before the time the issue occurred and your Structured Keywords will be restored.