This is a regression from 4.24.3 (CL-11590370). Removing a pin on a Niagara Module Script parameter will removed the variable as well.
This was reported and tested in 4.25 Preview 2 (CL-12055273). This was reproduced in Main 4.26 (CL-12063615).
Results: The variable itself is deleted as well
Expected: The variable remains in the Parameters pane
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-90557 in the post.