Well, it's not that Finder is not in the Dock, actually, but rather that the small black "triangle" is gone.
This sounds like a "minor" trouble, but...
Now if I want to switch between apps using COMMAND+TAB, I cannot choose Finder!!!
If I re-launch Finder, then all is fine. But every time I log in... the problem is there...
I've tried deleting pref files, but it has come back...