Hi ran.shmulevitch,
We’ve tried to reproduce this behavior locally.
It seems the expected result to us.
The IPv4, IPv6, PXE have been indeed deleted when you save and exit UEFI menu, but they are recognized in the next boot so that they are added back to the boot device list.
As a WA in your use case, you can try to configure the New Added device to the Bottom through the following path:
Device Manager → NVIDIA Configuration → L4T Configuration → Boot Configuration → Add new devices to top or bottom of boot order → Bottom