This may be an intended part of nether map function, since maps aren’t supposed to work in the nether. In the End markers are removed automatically just like in the overworld. Banners can still be removed in the nether by clicking on them a second time with the map.
Confirmed for 1.21.7, specifically markers are 1/2 pixel down and left (Southeast) during the session they are placed compared to after reloading.
This may be an intended part of nether map function, since maps aren’t supposed to work in the nether. In the End markers are removed automatically just like in the overworld. Banners can still be removed in the nether by clicking on them a second time with the map.