Reproduction steps:
1. Download and open the attached project "1280465.zip"
2. Open the "issue" scene
3. Enter and Exit Play mode to create "A Prefab shadow" GameObject as a child of Canvas
4. Delete "A Prefab shadow" GameObject
5. Enter Play mode

Expected result: "A Prefab" GameObject's sibling index after creating "A Prefab shadow" GameObject is 1
Actual result: "A Prefab" GameObject's sibling index after creating "A Prefab shadow" GameObject is 2

Reproduces on: 2018.4.27f1, 2019.4.11f1, 2020.1.7f1, 2020.2.0b5

Notes:
The issue would not reproduce if "A Prefab" GameObject's Prefab connection is removed.