I hate to only be posting when I think I found a bug, but here it is. I put a bunch of parts to print in Cura, and fortunately, I examined the layers before printing it, because on three objects out of eleven, it had filled very important screw holes. Puzzled, I remodelled my objects multiple times in Blender, reloaded them in Cura, to no avail. Earlier, I had printer multiple individual parts to test the fit, and it printed fine. So I tried loading just one model at a time, starting with one which hole had been mistakenly filled. When I spliced it again, suddenly, the hole was there. So I duplicated it, because I needed two, and then boom! Holes were gone again.
I think that there is really a bug this time, and it seems like when I duplicate objects with holes in them, Cura fills those holes.
Edit: I just tried duplicating the files instead of duplicating them in Cura, and adding them one by one. I add the first one: no problem. I add a second one: both objects end up with their holes plugged.