Early UEFI firmware having quirks like this is pretty common, and it's also not uncommon for the BIOS Menu and other things you'd hope to be persistent (Diagnostics, Secure Erase Tool on Lenovo laptops) to just be boot entries with some hardcoded (but not absolute) protections.
I remember the opposite problem being the case on the T420 BIOS. If you didn't set a newly added entry as NextBoot, it'd just disappear after reboot.
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Early UEFI firmware having quirks like this is pretty common, and it's also not uncommon for the BIOS Menu and other things you'd hope to be persistent (Diagnostics, Secure Erase Tool on Lenovo laptops) to just be boot entries with some hardcoded (but not absolute) protections.
I remember the opposite problem being the case on the T420 BIOS. If you didn't set a newly added entry as NextBoot, it'd just disappear after reboot.