Hi Lam_Cake
Kinda feels like per design.
If the machine you are booting is known for the solution (Computer exists in console), and has no job assigned on it that need to run in WinPE, then the computer will be kicked out of the WinPe when it goes there.
basicly it is able to PXE boot but inside WinPE agent connects to server and servers sees that this client does not need to be there for anything, thus kick's the client out.
This is like a failsafe for client machines that where by mistake booted to PXE via end-user
You can try to delete the computer from console and then PXE boot it or you can try to create a simple run script task and assign it to run in the PXE WinPe
Best regards
Indrek