I do, however, set up series links for recordings only. Perhaps this is an issue for series links set up for recordings and streaming sources (which I think is the default)?
That is exactly the answer. I have my default set to Recordings only but, when I have discovered a new series after the first episode has been shown, I have used the Recordings and streaming videos and the folder will remain even when I have watched and deleted the recorded episodes.
Nice to be able to post again, after their mistake (removed by the Censorship team). ¡No Pasarán!