I am sure this has been answered many times now, but why are all the buffs disappear when I leave my random group?

Do you mean the the Luck of the Draw buff, Gruberg, or just standard party buffs like Power Word: Fortitude, Gift of the Wild, etc?

If you're referring to Luck of the Draw, this buff is specific to the Dungeon Finder, so if you leave the group, it will disappear.

If you're referring to party buffs in general, these are intended to be removed whenever your character leaves the party. Single-target versions of these buffs won't be removed, though. This change was implemented right before WotLK, I believe, and isn't specific to groups formed through the Dungeon Finder. :)