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I have the option for immediate clean-up of completed items turned off in preferences; I like those things to stick around until I switch views or manually hit clean-up. However, under the following circumstances, items will disappear immediately anyway:

In context mode, with an 'active' filter on contexts, when completing the last available action in a particular context, that item will be immediately cleaned up and its context disappears from the sidebar list. It is much less obvious what is going on if the context in question happened to be nested inside a collapsed context (closed disclosure triangle), such that there is no visible indication of a change in the sidebar.

I'm slightly less bothered by this now that I at least know why some items behave differently, but I found it confusing. My ideal behavior would be that both the context and the item stick around until the next clean-up or view change.