If you have a sealed system, with closed cap (not a pressure cap) on the thermostat housing, and a pressure cap on the expansion bottle, it should suck back all the coolant in the expansion tank.
But, if you run without a pressurised expansion bottle, then all the coolant will not be recovered.
But, it does sound like an air leak in the coolant system somewhere... can you see any weeping of coolant from anywhere?
Also, a HG failure check kit is cheap - one that changes colour if exhaust gasses are found in the coolant.