Hi Rui, and Igor,
Your observations both make sense to me.
With the CC2430, the IEEE address is just programmed in a normal flash page. During programming, the IEEE address is read out, the flash page is erased, and re-programmed with the IEEE address and whatever else the linker decides to put in that page. Should the programming fail after the page erase, but before the re-programming, the IEEE address will be gone.
On CC253x, the IEEE address is located in the Flash info page that is locked and never touched during programming. That is why you will never see the same phenomenon there even if there's a shaky connection to the debugger.
Peder