Alright, some info before I go to the heart of my problem.
Usually I'm playing on the Xbox 360. That's where I get the basic idea of achievements from.
So, now I'm playing Demigod. I see the "Achievements" bit in the main menu. After playing a couple matches with Rook, I finally got the "Rook the Initiate" achievement, for example. I turn off Demigod afterwards and when I come back and check my achievements, the one I just earned is gone, for whatever reason. So I played a quick squish match against easy AI to get the achievement back. Then I hopped into multiplayer, played some matches (got creamed, of course, since MP plays totally different than SP) and when I checked if I ulocked other achievements, I had to notice that my "Rook the Initiate" achievement was greyed out AGAIN.
Am I having just some trouble understanding Stardock's take on the achievements or is this a bug?