/blocks/edit_form.php uses $this->page->theme->get_all_block_regions() to start the list of options for the 'On this page' -> 'Region' dropdown. It then adds 'custom regions of this particular page too'
This leads to blocks disappearing. Only the regions available on the page should be in the list.
I suspect this is an edge case as our theme has multiple regions that are only used on the dashboard layout. But it will affect other themes.