Whilst GrapheneOS increases the number of user profiles that can be created to 32, there is an important limitation, and is one that you're coming up against now.
The owner profile always runs AFU, but no more than two other user profiles can be running at any one time.
So if you open a third secondary user profile, one of the other two secondary profiles running in the background will close. I don't know how the system decides which one to close.
I'm not a developer so I'm not sure the exact reason for this limitation in AOSP; however, from what I understand it's not something that the GrapheneOS developers can change. I would imagine its limited by the memory of the device.
This topic has been discussed in previous threads on this discussion forum, let me see if I can dig one out.