Hello again and thanks for the reproduction steps.
I was able to reproduce this on my end, however I also found out a weird Unity behaviour. This problem exists only if you create new empty prefabs via the right click -> Create -> Prefab menu in the Assets tab directly. If on the other hand you create prefabs the “old way”, meaning by creating the gameobject in some scene and drag & drop that gameobject in the assets, then this problem does not occur at all and no reference is lost. It seems to me like an issue with the “Create/Prefab” command which was added in Unity 2019+.
Can you please confirm my findings that using the old way (drag and drop prefab) does indeed work correctly for you as well?