All domain's files got removed after changing the hosting type to forwarding.
The following warning appeared when changing the hosting type from Website Hosting to Forwarding:
Warning: The content of the website will be deleted. Do you want to change the hosting type for your website?
This is an expected behavior. When the hosting type for a domain is changed to forwarding, Plesk will stop hosting domain's files locally on a Plesk server and display some other domain's content. See Plesk Administrator Guide for more details about what Forwarding Hosting Type is.
Restore domain's content from the backup. If no backup was made, it is not possible to restore domain's content.