Hard to say why it is happening without seeing a video, it can still despawn in the bushes tho if you move it too far up. This is the kind of position I aim for when I push the bike towards the entrances. I've had it despawn when I put it right in the far right (where the 2 red bushes are).

I'm guessing you didn't snipe both guards, but only got one, got on the PCJ, drive by shot the other, then driven back to the mansion. If you get on the PCJ before the mission is over, it will still be marked as a mission vehicle, therefore marked for despawn. In that case, after killing the second guard, stop, get off the PCJ, back on, proceed as normal.