I make a Concentric mate with the heads-up menu.  The parts snap together the way you expect.

I drag one of the parts to rotate it slightly.

I get another mate pop-up. This time the mate pop-up has a "lock rotation" option.

I click off to the side to get rid of the pop-up... because, I think to myself I already made a Mate, don't need another one.  Then the original Mate then deletes itself.

What is going on? Is this a 'feature' that I am triggering without knowing it?