We had the HP equations rewritten something like two years ago, and only the max-level NPCs were manually updated since it wasn't possible to update all of the NPCs in game as there are too many. So the level 1-9 NPCs would get their HP updated under the new equation the next time they level.
If this is the first time your NPCs have leveled since that equation change, then they've only just updated for the new equations (which might mean they lost a little HP, but there is no event for that). You can plug their stats into the HP equation on the rules to make sure they have the right amount for their level and strength skill.
I've had NPCs not gain any HP or SP. Even after a few level ups, nothing. I just thought that since their primary skill was maxed (ie. Heavy Weapons Specialist maxed on HW skill), or since my Lost Soul is "dead/zombie" it wouldn't gain HP/SP... especially HP. I guess it doesn't matter that much to me, or else I would have opened a Support Ticket. I just wanted to confirm that it is happening. Cheers!
I have had some more level up recently and I think it is what Syn mentioned because one went up 37 hitpoints after leveling up and another lost 18hp's but it does not mention them losing hp. I have noticed it now because I am paying attention to their hp before they level up. It makes me not want to level up the races that are losing hp.
They only lose HP the first time they level as it recalibrates, then will gain whatever their normal amount is from then on. Consequently, they'll still end up with more HP at higher levels than they have after losing a one-time amount of HP.
More importantly, though, you'd be losing out on the per-level skill points for them (and the current total skill points NPCs have will eventually be reduced, even for existing NPCs, because currently they have as many skill points as a level 1 player, so the level-up skill points will be significantly more important than they are now).