I've noticed the same thing as you but unfortunately I dont have an answer or a fix.
To use an example, the "Investment" of PFE 20200619 $37.00 PUT itself disappears around ~60 days after it expires, but I just checked old option trades I made like 10 years ago and the trades themselves are still there.
I think the mechanism that MS Money uses for options "mostly works", but some of the more detailed things dont.
I made a post back in June where I noticed that the money you make from selling puts and calls doesn't show up as "Income" when those options expire worthless:
https://social.microsoft.com/Forums/en-US/7343dd0e-c7ce-4738-b678-b47f8f9f0506/expired-put-and-call-options-not-showing-up-as-investment-income?forum=money
By the way, how do you handle when you sell a Put and are assigned shares? I usually have one transaction where I expire the Put and a 2nd transaction where I buy 100 shares of PFE (or whatever) at whatever the strike price was.