When teleporting an entity (in this case an armor stand) into a loaded chunk, the entity completely vanishes until the world is reloaded. This does not occur when teleporting the entity directly, however the specific case that causes it to occur is shown in the video.
The commands used in command blocks shown in order as in video:
execute if score location loop matches 1..10 run say hi
execute as @e[name=Test] at @e[name=Test] run setworldspawn
scoreboard players remove location loop 1
execute as @e[name=Test] at @e[name=Test] run tp ~-100 ~ ~

(setting loop in location to 10 triggers the teleporting start)

(also tested switching teleport and setworldspawn commands)

Video: https://youtu.be/jHC-oIM9gLg

Updated video from 20w06a: https://youtu.be/8JJ1UMFwFFE

Commands used for replication: (-100 used instead of 100 for reverse)
[Repeat, Unconditional, Needs Redstone] execute if score location loop matches 1..10 run say hi
[Chain, Conditional, Always Active] execute as @e[name=Test] at @e[name=Test] run tp ~100 ~ ~

[Chain, Conditional, Always Active] scoreboard players remove location loop 1

[Chain, Conditional, Always Active] /execute as @e[name=Test] at @e[name=Test] run setworldspawn ~ ~ ~

(Independent Button Press)

[Impulse, Unconditional, Needs Redstone]summon minecraft:armor_stand ~ ~-0.5 ~-5 {CustomName:"\"Test\"", CustomNameVisible:True,NoGravity:True}
[Impulse, Unconditional, Needs Redston] scoreboard players set location loop 10