Repro steps:
1. Open attached project
2. Open the Physics Debug window and in the Physics Debug overlay panel check the "Collision Geometry" option
3. Open the "SampleScene" scene
4. Make sure you can see a sphere collider
5. Open the "SceneTwo" scene

Expected result: Collider disappears after changing the scene
Actual result: Collider is still seen

Reproducible with: 2018.4.7f1, 2019.1.14f1, 2019.2.2f1, 2019.3.0a12, 2020.1.0a1
Could not test with: 2017.4.32f1 (no package manager)

Reproducible with package versions: 2.2.7, 2.2.8, 2.2.9, 2.2.10, 2.3.5
Not reproducible with package versions: 2.2.0
Could not test with package versions: 2.1.13 (collider doesn't show)

Note: The sphere doesn't disappear when enabling and disabling the collider. With 2.2.0 it disappears after changing the scene.