Many visuals actually require changes in the data format, for example, it may be pivoted or aggregated. In those cases, we always give you a new version of that dataset (it appears in the data pane).
In your example you are changing it back to location - you already have that version of the data, it's the data in the original form so you don't need a version of that in the data pane, so it gets removed.
Hope that helps.