I cannot tell exactly what happened, but if you send us your two Skyline documents we might be able to figure something out.

When you do "File > Import > Document", Skyline asks you how you want to handle the replicates in both files. The choices are:
A) Remove results information
B) Merge with existing results by replicate name
C) Merge with existing results by replicate order
D) Add new replicates

In the screenshot that you attached, I see that you now have a replicate "S4_22_10_06" which now contains result files "S4_22_10_06.raw" and "S4_22_10_05.raw". For this reason, I'm thinking you must have chosen "C: Merge with existing results by replicate order".
It might be that you would not have had this problem if you had chosen "B: Merge with existing results by replicate name".
-- Nick