From the beta 1.0.8 changelog: • Level up/No Skill bug - a bug where units were not gaining abilities/skills on levelling up has been fixed. Not that that necessarily means your specific bug is fixed of course. Plus it probably doesn't mean lost skills will suddenly appear. For me the bug is still ...

Yes, I have exactly the same bug. After third mission in Stormclaw campaign two of my meltagun squads levelled up but only one received an ability. Now I don't know if I should continue playing as I don't want to lose an ability. Still I probably have to go on as it isn't going to be fixed any time ...