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Selection layers are created by right-clicking on a feature layer in the table of contents and then clicking on Selection > Create Layer From Selected Features.
Selection layers are based on network analysis sub-layers and are disconnected when the map document is re-opened.
Some examples of sub-layers are:
Network analysis layers hold an in-memory workspace containing the feature classes that the sub-layers are referencing examples are route, closest facility, or service area layer. If a selection layer referencing one of these feature classes is opened prior to the network analysis layer, it will be disconnected because the in-memory workspace cannot be found.
To ensure the selection layer properly connects to the feature class it's referencing, put the selection layer lower in the table of contents than the network analysis layer. This will ensure the network analysis layer's workspace will be opened prior to the selection layer trying to connect to it.
If it is necessary to draw the selection layer on top of the network analysis layer, do the following: