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Have you checked on IgnoreRobots setting in Sitecore.Analytics.Tracking.config file? By default it is set to true which means that that robot visits are ignored and not saved to xDB.
Is "Advanced settings -> AJAX" disabled or enabled for your form on the Settings tab? If AJAX is disabled on a multipage form then use of the browser's back button will lead to data loss.
What values do you have you set for the "Target hostname" and "Hostname" fields in "sitecore/content/<site collection>/<site>/Settings/Site Grouping/<site>"?