When I delete the line (Ctrl+Y) above the bookmark, the bookmark indicator disappears. I can still go to it - it is just gone from the gutter.
The bookmark reappears when I create a new line just above it, or start typing on the line above it.
Interesting. It took me a bit to reproduce, but I see what you mean. I will log this.
Resolved in 13.3.0.34 (at least I cannot reproduce it)