It seems intentional that removing a clip also deletes the next bordering marker/ranged marker (ripple enabled) but for me this is almost never useful. I think of the markers as belonging to the timeline position, not to the video clip, so removing the nearby clip should leave the marker in place (or I should say rippled to the next “correct” place), there’s no reason to make it disappear.
Here’s an example of what I hit very often and have to manually recreate the marker:
And I also dislike this behaviour with non ranged marker both from left and right: