That's just mind boggling to me. My default state is BDSP, and I loaded a SWSH save, and it's right there. What's your default save originally? I'll see if I can replicate the issue.
That's not a bug. When a mon learns a move via a TR, it actually sets a TR flag in the mon's data, so that it can relearn the move (if forgotten) afterwards without having to use that TR on it again.
Thus, this just shows that you weren't setting the correct flag. PKHeX working as intended.