So the plot thickens...
A screenshot would help a bit.
The dims stay put around your slabs edges/corners, only the part that connects to the grid disappears. I take for granted that you are dimensioning to the grid hotspot, right?
How are you placing the module in the master? You said you made a single grid and placed that to two buildings, and then in the master? My assumption would be -like I said and taking a long shot here-, due to the way dims get connected to objects/elements, reading info from the hotspot. If that gets duplicated by any chance, it might be causing your issues, as this is common with scripted objects.
Other than that, I see no reason as to why they might be getting lost. I remember only one time that this happened and it was due to file corruption (big file), where some dims started to just disappear. Found no solution but to add dims again... and wasn't grid related.
Try to find a way to have single instances of your grid elements and see if that solves the issues.
What Link said is correct about grid dimensions being only in one story; but since grids -once set- do not -or shouldn't- move that often, I don't dimension them with the dimension tool; I use the floating dimension object in the grid's home story; that way I can show the grid system's dimensions in all stories (it is an object) and if there's is a change in the grid, I just edit it one place and propagates to every other view.