<bias>I'm from LastPass...

We go through extraordinary measures to ensure that it's impossible to lose a generated password -- we know how frustrating it could be -- I'd encourage you to look for your generated password, it's highly likely that it's available in your vault if you search for the site or in the password generator itself.

1) We won't actually fill the password you accept until it's been saved both locally AND at the server -- this is why there's a delay when you accept the generated password.

2) If you go on and save the site, we remove the saved generated password from your vault. 

3) We save the generated passwords in the generated password tool too -- you can reopen the generated password tool and there's a drop down list of recently created generated passwords.

Bottom line -- nearly every person who has contacted us about lost generated passwords has found that we did actually save them when they looked, and while I won't rule out a bug here, it is unlikely.   Please look in your vault.