Certain mobs, mostly hostile despawn even when named. To reproduce, spawn any of these mobs, name them, then fly away. When you return, they will have despawned. The intended behavior is that they should still be present upon return.

Problem mobs:

bat
blaze
cave spider
creeper
dolphin
drowned
enderman
endermite
evoker
ghast
guardian
hoglin
husk
illusioner
magma cube
ocelot
phantom
piglin
piglin brute
pillager
ravager
silverfish
skeleton
slime
spider
squid
stray
vex
vindicator
witch
wither skeleton
zoglin
zombie
zombie villager
zombified piglin

*I tested almost every mob, but I skipped the bosses and entities like boats and minecarts