If you click on it before you Collect you select it to sell. There is a guide on the forum about this.
The previous threads that asked about this don't have a good title. However, they do have the answer as to why that's happening.
http://www.gamesas.com/topic/1524470-caps-bug/
http://www.gamesas.com/topic/1521970-exploring-items-not-gained/
TL;DR users are accidentally marking the items to be sold. If your not seeing the caps Icon then play it safe and don't ever click the items for the adventurer once they return to the vault. Read http://www.gamesas.com/topic/1521786-enhanced-vault-dwellers-survival-guide/ under Adventuring in the Wasteland to see screen shots of what it looks like when your adventurer returns and your Storage Room is full (red background) and what it looks like when an Item is marked to be sold.
This shows me that there is a chance that you looked at what the item was. To look at it you have to tap it. Once you tap it it's marked to be sold. This only happens once the adventurer has returned from Adventuring. It will not happen while he is Adventuring. As I say, once your adventurer has returned to the vault play it safe and never tap anything and wait until it's in your storage. However, make sure you have room in your Storage. If you don't want to increase your storage then you have to be very careful what you tap when you drag the bar of items from left to right. Sometimes dragging it marks the item to be sold. If it gets marked to be sold tap it again then then keep scrolling through the items. The game is very laggy once you have a high population and a lot of rooms so you need to really do things slowly. Ridiculously slow sometimes.
While Dwellers are adventuring count the items found and make sure you have room in your storage. You can scroll right and left through all the items on the adventurer panel. You can also collect one Dweller and sell items then collect the next one.
Everyone that has reported this has stated that after they quit looking at things it quit happening. It has never happened to me and I do look at the items. The only thing I can think of is having items out of view to the right (past the fist 8 items) that have a red background and the game is auto selling them. There has to be something else causing it. I don't have any other suggestions.
lol, it did not knew that i can you look the price... they soooo cheap . ty.