I created a new Gantt view in my list and after adding it, it loaded fine. When I leave and go back to the original All Items list and try to come back to the Gantt view, it just shows the list view. How do I keep the Gantt view on when I come back?
Gantt Views are still not supported in SharePoint Online Modern experience.
If you want to use it, I suggest you "Returen to classic experience".
When you create a new Gantt View then it creates a new page with listUrl/GanttViewName.aspx and opens this page.
But when you shift to another view modern experience then it redirects/refreshes page with different URL (When you change view in classic experience it redirects to another page with view name and URL).
In Modern experience when you change the view it does not redirect to another page. It only appends the view ID in URL like ?viewid=1776df08-b782-4f90-9b6d-62b7c3501b09 and renders the new view in same place(on same page) without redirecting it to another page.
Great explanation in this post: