This issue affects both water and lava, and seems to be due to how the server thread handles liquid flow state updates. On MCPE-100598 it was noted that

If the player attempts to pick up the water/lava within this duration (a short number of ticks after the liquid starts to spread), the hotbar will register the lava being picked up for a split second but then will flash back to the empty bucket. The server does not detect the client picking up the liquid either.

.... For whatever reason, [it appears that] the bedrock server engine converts the solid liquid into flowing liquid for a few ticks to allow the solid liquid to start flowing, and then quickly converts the source block back to a liquid "block", which then can be picked up with a bucket. Of course, flowing water or lava cannot be picked up with a bucket, so I think this is the culprit.

This theory also explains another observation reported on MCPE-80911:

When picking up lava with a bucket and quickly placing it on a neighbouring lava source, it completely disappears.