This is what I did on the page where I wanted to use a DVWP.
I went to the All Items page, and appended "?toolpaneview=2" to the URL.
The page showed up with the web Part Zones, and the main view as the
only web part. When I clicked on the X in the corner of the list view
web part (which if I understand correctly, is "Closing" it), the LVWP
disappears, but the View in the Views list does not. Then I switched
from Browse mode to import mode, located my .dwp file for the DataView
Web Part, and dragged it into the zone.
I have seen where it makes the view disappear from the Views list, but
as far as I can tell, that only happens if I uncheck the Visible on Page
property.
Is that the same thing you are doing? If so, I can't explain why it
disappears for you and not for me.