Due to the way that Sculptris Pro functions, every brush stroke creates entirely new topology for your model. It's not like with regular subdivision sculpting where a brush stroke simply moves points around. As a result, Sculptris Pro inherently consumes a lot of memory for the Undo History. For a high end computer with lots of RAM, this will usually not become noticeable but with a lower end machine ZBrush can be forced to choose between allowing the brush stroke or deleting Undo History points. Naturally, it will opt for the latter. In extreme cases, it can result in no Undo History being available at all.
It is possible to force ZBrush to keep all of your Undo History, no matter what. This is not advised! But if you really want to force the behavior you can do so by setting Preferences >> Undo History >> Reserved Undo Memory to 0. Be aware that if you do this, you can find that ZBrush is having to do a lot of writing to hard disk -- in other words, you'll be waiting for Compacting Memory to complete. A lot!