I added a new option button for testing and it didn't seem to have the same problem.
Then I noticed I'd not set the 'GroupName" for the new option button. When I did that, the behavior reverted to what you're seeing.
Seems like the option button GroupName is somehow being applied across worksheets, which (I thought) shouldn't be the case.
Confirmed that in a new workbook with a single option button on each of two sheets and the same GroupName assigned to each one - clicking on one clears the other if it was set. So - you need different group names for each set of related option buttons on each sheet.
Edit - not a new thing... From 2005: https://www.excelforum.com/excel-programming-vba-macros/476859-groupname-for-optionbutton.html