Current bug within the Query Editor. If you click on the gear icon for an "Expanded Data" step, and then click on the link to "Load More" before the initial list finishes loading it causes an incomplete list to load and the load more button dissapears.
The workaround is to wait until the full initial list appears. However, many people will click the Load More button before the initial list appears if they already know they want to see everything in the list.