The reason that the app does not appear is that it is most likely a 'foreground' app- an app that is running and made to stay that way.

Depending upon the device and the memory capacity, along with how much memory the app uses, the system may let it run or shut it down.

Something that might be possible, depending on the device, is called 'Pinning' the app.

On some devices, this will force it to remain in the foreground and avoid the OS from shutting it down.

 

You can use - Lock this app - if you press recent apps or swipe if you use gestures, long press on the app icon and select - Lock this app.
I think that might do what you are looking for

 

Locking the app will most likely only make it so that a pin must be entered in order to open the app.

What is wanted is the option to pin the app, which is an option on the page that you have shown.

 

The Lock this app should keep it in the RAM and keep it open, Pin this app is different, just try it out

 

I always thought that it was the opposite.
Generally, when locking an app, it is just like locking the device- making it inaccessible without a code.

Pinning, at least on my deices, and some others, is what will keep the app open.

I learned of this from Blokada, when people with a certain brand name of device had trouble with the app closing when in the background.

Pinning the app in the recent apps area kept the app from closing.