I have created a project that perform similar operations as your test does, but I have been unable to reproduce this issue. I added some artificial assertion failures in a Jdbc test-step to simulate the same kind of conditions. You may want to try something similar to see if that gives you any new insights into what may be causing the problem.
Which version of SoapUI are you using? I used 4.5.2 to test this, you may want to upgrade in case you are using an older version.
I have also tried to reproduce your issue with almost exact setup but no luck.
I understand it is a bit frustrating, at the same time we are also unable to help you unless we can reproduce this issue.
I would suggest that you try building a simplified version of your project and then gradually add things and see at what point you start reproducing this issue. At that point it is probably easier to see what might have causing this. If you want I can also share my project with you.