How to reproduce:
1. Open the attached project
2. Delete ScriptedBlendTree controller in Assets folder as it is corrupted
3. Generate a new controller via script (MyMenu -> Create Controller)
4. Check the controller in animator window. It has one state and BlendTree in it
5. Keep BlendTree open
6. Play the scene, which is empty
7. Notice that Blend Tree shrinks and if you click on it few times it disappears with whole layer

By Design: The BlendTree needs to be added to an asset. Otherwise its not persisted when going in play mode. One can either :
1/ use AssetDatabase.AddObjectToAsset(blendTree, AssetDatabase.GetAssetPath(controller));
or
2/AnimatorController.CreateBlendTreeInController