While this Doom Builder 2 feature is generally great, there are a couple of issues, here the workarounds:
Issue Nr. 1
If you save a map by a different name into a new wadfile than the name the map had when you open it, DB2 will remove the map of the original name from the wadfile, e.g.:
1) you have a wadfile that has map01, map02, map03 and map04 in it (wadfile A)
2) you have a wadfile that has a map01 in it (wadfile B)
3) you open wadfile B, rename map01 to map05 and use "save map into" to save it into wadfile A
4) wadfile A now has map02, map03, map04 and map05. map01 is gone.
Workaround: open wadfile B, rename map01 to map05 and then save wadfile B and close it. Open wadfile B anew and do the save into process only now.
Issue Nr. 2
If you use "save map into" with a map number/name that already exists in the wadfile, there will now be two map entries in the wadfile with this name and DB2 will not necessarily display the one that is loaded by Vavoom at runtime.
Workaround: either open the wadfile afterwards in a wad editor like XWE or SlumpEd and remove the unneeded map entry, or if you are not sure which one is the right one, remove the entry ahead of saving a new version into the wadfile in DB2.