Asteroids are sometimes removed when switching between flight mode and the KSC. The bug appears to only affect asteroids that have been visited and renamed, and strikes when setting either the asteroid or a nearby spacecraft as the active vessel then immediately exiting to KSC. The bug occurs on both KSP 1.3.0 and 1.3.1.

Bug confirmed on KSP 1.6.0. Seeing it may require physics-loading the asteroid separately from the flight scene in which it was renamed.