I discovered the reason... It's the same bug as with drain life. If you drain life more than you can get from next life regen source (like vamps or shards) this health loss occurs.
For example, I have 1 minor vamp on field (2/2) and drain 10 life from opponent. I got 10 life from draining, but when vamp deals damage, my life drops by 8 points (as if there was no draining at all but only vamp effect).