I've updated all devices to the latest software. And tried creating the HomePod Scene on all devices. Another weirdness is that after I create the Scene (that only has an Adjust Volume command for one HomePod), it will sync with my other devices, like my Mac and iPad. So I see it on all devices. But then about 10 seconds later, it is removed from all devices with a second of each other.
From your screenshot, I see you're adding the HomePod an automation. I hadn't tried that as a test, but just added one. It did sync across all devices and so far is sticking around. But from what you said, it might not be there in the morning, so I'll see if mine is still there tomorrow.
In the meantime, any chance you could create a new Scene that only has an Adjust Volume command for one HomePod. Would be really interested if it disappears on you as well. Mine will usually disappear within 30 seconds.