Steps to reproduce:
1) Start Liferay 6.2 bundled with Tomcat
2) Create a blank site called MySite
3) Create a page called "Page1"
4) Create another page called "Page2"
5) On "Page2" create a child page called "Page2Child1"
6) Still on "Page2" change its type to "Link to a Page of This Site"
7) Check that the expansion minus icon was changed to represent a link page and that its child page is still visible
8) Now go to another page, change the URL to "http://localhost:8080" to access the portal home page
9) Access the "MySite" site
10) Go to "Site pages" again
11) The "Child" page is not visible anymore.
Note 1: If you click the expansion minus icon before change the type to "Link to a Page of This Site", the problem will not happen.
Note 2: If you create a child page in the "Page1" you will not be able to change its type to "Link to a Page of This Site", so it's not clear if you might create child pages on pages that is a "Link to a Page of This Site"