Hello Shera Studios,
I’m sorry to hear that you lost your work. This can be prevented however. When you receive this warning message, it explains how to reassign a mesh to the existing Physics asset (select the desired mesh in the Content Browser and then choose Asset > Change Mesh). After this warning message, you’re given a decision to replace the existing bodies as there are no longer bones related to them or to cancel and keep them there anyway. If you select cancel, when you assign the mesh back to the physics asset, the bodies will still be there and nothing will be lost.
Hope this helps!