Ubuntu – Alien deletes the .deb generated before I can install it

It almost sounds like Alien is being run with the -i flag:

-i, --install
    Automatically install each generated package, and remove the package
    file after it has been installed.

However, from your question that doesn't appear to be true. Different architectures may be the issue here. Try debugging the process further with -v or if that doesn't yield anything: --veryverbose. If you're unable to determine the issue from those flags post the output of each in your original question.

Lastly, try installing ia32-libs package which places a lot of common 32bit shared libraries on your machine. This assists in compiling and running 32bit programs on 64bit machines.