While using a furnace, if you select a recipe from the crafting guide, it will move the contents of the furnace into your inventory, but won't give experience points.
The experience points won't be lost, but are stored inside of the furnace, so that the player gets them the next time taking an item out of the furnace or by breaking the furnace (as of 1.16).
To reproduce
Smelt something with a furnace
After an item has been smelted and put into the output slot, use another recipe from the recipe book
→ ❌ Notice that you don't get any experience points
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Please check if that's still an issue for you in the latest 1.14.4 stable release or the latest 1.15 development snapshot.
The xp is not lost, but stored in the furnace. I think removing items from furnace using the recipe book should give you the associated xp however.