If a block has specific applicable formats defined, they can be removed from a course when the course settings are saved.
What happens is this. Say I have a block with a specific applicable format set like:
array('all' => false,
'course-view-topics' => true);
If I edit the course settings (for a topics format), and save, the block above will be deleted from the course. This is because when I save the course settings, I do it from a page called 'course-edit-topics', which is not in the applicable formats list. While this logically makes sense, I'm not sure it makes sense from a useability standpoint.
The work around is to use 'course-*-topics', but this may not be what is actually wanted.