Something similar happened to me but I didn't realise there could be a gap of a few years in between. Recently a province my crusade was aiming for returned to Catholic hands and my crusade disbanded immediately: seems odd to me that AI crusades don't behave in the same way.
Anyway, what I really wanted to say was this: surely you felt, after doing all that work to get the province, that you were not going to hand over the province for any reason? It is an option to fight them instead. But perhaps you were in no position to get involved in a major war...