1. I set network.trr.uri = https://1.1.1.1/dns-query in about:config
2. Open Settings->Privacy & Security
3. network.trr.uri revert to default

I am able to reproduce this issue right away.
We are clearing the pref at a number of places in privacy.js.

This is caused by these lines here:
https://searchfox.org/mozilla-central/rev/503938c13ef2dd174705dc0f6d0683ae43074ccc/browser/components/preferences/privacy.js#759-762

// When the mode is set to 0 we need to clear the URI so
// doh-rollout can kick in.
if (value == Ci.nsIDNSService.MODE_NATIVEONLY) {
  Services.prefs.clearUserPref("network.trr.uri");

This only happens when the TRR mode is 0 (NATIVEONLY)
If you set the TRR mode to 2 or 3 before opening the window, the bug doesn't happen.
While it's annoying that the pref is cleared, the fact that it does get cleared doesn't really do anything. The value of this pref should only be set by the UI now.

I'm inclined to close this bug as INVALID or WONTFIX, but I'll leave it open for now, in case someone finds a compelling reason we should have a different behaviour.