When attempting to
@ another user, the
@ callout disappeared after I'd submitted. Is this a bug? I also refreshed the page to be sure the comment I was trying to reply to hadn't been deleted.
This is by design.
From the main meta FAQ How do comment @replies work?:
Note that the author of the post will always be notified of any new comment. You may still use it for clarity, if needed; however if only you and the author have commented on the post so far, the @name will be automatically removed from the beginning of the comment, as it adds no value.
Whether the system should work that way is another question. But if you want to discuss that, better take it to main meta - it's a network-wide effect, and won't be changed for an individual site.