Specifically, this seems to occur when R is the last non-zombie preplaced lemming. Or more specifically - when R is after L in the order.
In all three cases, making L a non-blocker averts this bug. Making Z a blocker has no effect either way.
This, combined with how close together L and R are in the first place in this level, leads me to believe that what's actually going on here is that L and R are simply too close together for blockers to legally be placed - and the actual bug is not that R loses blocker status, but that L does not (in a case where R is placed first).
This theory is pretty much confirmed by that moving the blockers 1 pixel further apart, the cancellation of R's blocker status no longer occurs. Now, to figure out why this doesn't also happen to L...