Explainations :

When i place a block with components (item_name, max_stack_size, ...) and i mine them, they don't keep their components.

How to reproduce :

1. Give you a block or place it with setblock
   Exemple : ^{/give @s minecraft:furnace[minecraft:item_name=' \{"text":"Super duper furnace"}']}

1. Check block's components with ^{/data get block X Y Z} components
   Output : ^{Le bloc aux coordonnées 2, 93, 15 a les données de bloc suivantes : {"minecraft:item_name": '"Super duper furnace"'}}
2. Place it ! (by hand or with dispenser for shulkerboxes)
3. Break it ! ⛏
4. Check item's components with ^{/data get entity @s SelectedItem}
   Output : ^{wolphwood a les données d'entité suivantes : {count: 1, id: "minecraft:furnace"}}

I can understand why normal blocks don't save components (but in the to "standardize", it would be cool if they did.) once they've been placed.
But tile entities already have components, so they should.