The uncut spirit gem reward is deleted if inventory is closed before placing the gem.

After defeating The King in the Mists in act one, he drops an item which grants a permanent +30 to spirit when used. Using the item also places an uncut spirit skill gem onto your cursor. If you close your inventory before placing the uncut spirit skill gem into your inventory, the gem is deleted. It does not drop on the ground, nor does it get placed into your inventory automatically. As far as I can tell, you are not able to reclaim it from any NPCs either.

I don't believe this is intentional, because if you do the same thing with the runic spikes quest item you get from Renly, you can simply claim the item from him again.

This loss is pretty detrimental to a character given how important and rare those gems are.