Hello @ppapantos,
I have created a rubric in the "Rubrics" area of the course, clicked on the "three dots" options icon to go through the process to add a rubric to 1 discussion, clicked on the "three dots" options to view the rubric after it was added, and then clicked on the "Trash" icon to delete the rubric.
Going through with those steps did cause the rubric to be deleted from the discussion but is also completely removed it from the "Rubrics" area of the course. The rubric did appear in the "undelete" area of the course and could be restore. Restoring the rubric did cause the rubric to automatically be added back to the discussion (and appear in the "Rubrics" area of the course).
So in short, there seems to be a problem.
I reported the experience to Canvas Support (case 13188672) and they are looking into.
I will let you know what I hear back from Canvas Support.
-Doug