I can't yet relate to Dishonored, however I do know all about "lost" achievements. Well, I should say a budy of mine does. We've played Halo 3, Gears of War 3, and the Halo Anniversary HD Re-Release together...level-by-level co-op with no one else joining and not playing unless the other was online to play as well. We were going straight for the "beat the campaign on the hardest difficulty" achievements and for all three of those games, when the credits started to roll and it was time to collect our achievements: I'd get mine but for those 3 games he never got his. Now I could understand that happening to the "guest" player, but he has a better connection than me and so he always hosts.
Don't know why achievements get snubbed, but I do know it happens.
A bit more on topic: I've heard that Dishonored was ridiculously fun, but grotestquely short. Another frined of mine says the local game store already has like 30 used copies for sale.