No, haven’t experienced this issue before. What exactly is happening? Magic Dosbox resets itself right in the middle of a game? Or do you enter the bluetooth menu on your device? Because that could put mDosbox into background, and depending on your devices memory, Android kills (and thus effectively resets) running apps, to free up memory. This would be especially likely if you set a large memsize in mDosbox (e.g. 128).
Or, simply put: does this also happen with other memory-hungry games or emulators?