I can confirm that behaviour.
The original Blacklist/Whitelist menu entries pre-date Pi-hole's group management, and they have been left merely as a convenience feature, to gently nudge users to get familiar with Pi-hole's (then new) group management feature set.
I'm not at all sure whether your issue should be fixed - it may be be time to retire those menu entries altogether. Of course, that would be up to development to decide.
But in the meantime, you can easily spare yourself the frustration of losing your assignments by using Group Management|Domains exclusively.