Possible bug with page headers when deleted

I think I may have found a possible bug in Page Headers. Here's my repro...

1. Create a page header
2. Assign it to Global Locations -> Post Types - Single -> Pages
3. Create a new page and verify that the page header shows up
4. Delete the page header from Page Headers -> All Page Headers
At this stage I would expect the page header to not be visible when the page in step 3 is refreshed - but it is.

Note that if I look under Global Locations -> Post Types - Single -> Pages the header in question is no longer listed, but it actually still active (even though it was deleted in step 4 above).

If I manually change Global Locations -> Post Types - Single -> Pages to the empty (first selection) and save, this does indeed result in the page header being truly removed.

Because Post Types - Single -> Pages shows nothing after step 4, I assumed it had been properly deleted and took me a while troubleshoot this. But I had to manually select the empty option and save to get the page header to really disappear.

Is this a bug?