After you grindstone loaded crossbows, the arrows in them disappears.
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This occurs because the grindstone clears all item nbt data (excluding curses). The data about the stored projectile is stored in the crossbow's NBT. If this is not working as intended the fix would need to prevent the NBT data about the stored projectile from being cleared.
The resulting crossbow does have an arrow for me, and in your screenshot it does look like it's the same for you.
Both crossbows are loaded, meaning there are 2 arrows. Once you grind it, it gives you 1 loaded crossbow, which also means there is only 1 arrow. You started out with 2.
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Works as intended for me.