It can be frustrating certainly, but remember you are always an undo in Revit away from what you had before.
The Dynamo Player behavior actually makes sense when you think about how it runs under the hood. Each time the player is run it
- Opens the graph
- Finds the editable inputs
- Asks the user to give a value for each input
- Runs the graph
- Closes it the graph
Once that runs the user is asked if they want to open another graph and start the process over again. Inputs are reset and created elements are maintained as a result.