I can reproduce this despawning when the named mob is riding an entity and they reload on a chunk border https://bugs.mojang.com/browse/MC-170787
I have spent time testing this too and I cannot get stray jockeys to spawn at all, it's only skeleton jockeys
I can reproduce this despawning when the named mob is riding an entity and they reload on a chunk border https://bugs.mojang.com/browse/MC-170787