Well, UDP is meant to provide an unreliable service where datagrams may arrive out of order or go missing without notice. Typically its used by time sensitive services such as video and audio when you can't afford to be waiting around for packets and prefer to just miss frames out.

The QOS on a modern OS may even decide to not put such packets on the network, depending on network/system load.

If you require a reliable service, you should use TCP.