I mean when you start up warband and you're on the menu, there's a drop down list that lists what mods you have in your module folder. If you load a different module or mod you won't be able to load your save games from another module or mod.
But like you said you weren't running any mods so that's probably not the problem.
However there was an update a while back that might have been responsible for the missing files. Might have moved them or something.
What you can do is go to your documents and then Mount&Blade Warband Savegames. There you'll have some corresponding folders for each module you have. In your case you should only see native. Open that up and see if there's txt files in there named sg00, sg01, sg02 and so on depending on however many saves you had.
Lemme know what you find.