Hi Romain,
It's good to see you. I think you are correct in saying that this is a bug, but not with the embed field. I think this is the same as another issue we're aware of with images within bulleted lists disappearing:
Can you test adding this somewhere outside the list to confirm that this is indeed the issue?
If it is, then the workaround, for now, is to make sure the embed field isn't added inside the list but to make sure it's added between list items instead. Even better would be to use slices and model it as so:
[Rich text]
[Embed]
[Rich text]
Thanks.