Just because you have plugged it into a cradle does not mean that it is recharging. You'd like to think so, but what if the batteries are not making contact inside the unit? what if your charging cradle is faulty? what if, what if, what if?
There's a whole lot of things you can do to troubleshoot this down to a finer detail. I would expect that even without the batteries in, connected or not, that having the unit placed in the powered charging cradle, you ought to see something on the screen. Having the unit connected to your computer via a USB cable ought to get something working, such as reading the data inside.
So far, you have not given too many details. But, answering your original question, you should not have lost any of the info inside, no matter what power problems have happened.