The %.11f will truncate your number to 11 decimal places, not to be confused with 11 significant decimal places. If you are generating very small numbers and your plot is on a logarithmic scale, it might be that your numbers are simply too small (<10^-11) to be saved properly, even though the plot looks good.
Otherwise it sounds like a bug.
Shane
Using LV 6.1 and 8.2.1 on W2k (SP4) and WXP (SP2)