Keywords and Favorites are all just sub-clipping for lack of a better word in other NLEs.
I just did what you’re saying and it doesn’t delete any note for me.
In list view in the browser, I make a range. Then drag that range to a keyword in the event. Great, now I have essentially a sub clip sort of listing for that keyword under the main clip when I twirl down the arrow. Now, I go over to the note field and add something. Cool. Now I decide that I need to add another keyword to that range. I drag that same still highlighted range to another keyword (which is listed on the same line because they’re the same range) and the note doesn’t disappear.
Please explain your keyword process and I’ll see if I can replicate.