Reproduction steps:
1. Open the attached "EditorWindow Reference Bug.zip";
2. Open the SampleScene;
3. In the upper Menu go to Test -> My Window;
4. Add two new slots in the window;
5. Drag the Camera component to one slot from the Main Camera;
6. Drag the Script object to the second slot from the Main Camera object;
7. Enter a play mode;

Expected results: After entering a play mode, both components should stay in the slots.
Actual results: Script components always loose reference.

Reproduced on: 2017.3.2f1, 2017.4.5f1, 2018.1.5f1, 2018.2.0b9, 2018.3.0a2.
Not reproduced on 2017.1 and 2017.2 as there was possible to attach only scene components, not object components.

Note: If the Editor Window script is modified, Unity reloads assemblies and the script component is shown again.