Summary

Branch is getting deleted when PR is getting merged without enabling "close source branch"

Diagnosis

This happens when there is a remnant of the remote branch on the local. For example, if the source branch is called "develop", origin/develop remains on the remote even after the source branch gets deleted. It can also happen when the branch name is origin/develop/feature i.e. When there is a deleted branch but the remote is not completely deleted. You might also see errors like "The upstream is gone". 

Solution

This issue can be resolved with the following command - 

git remote prune origin

This will remove the errors and remove any unreferenced remote branches.