Can't reproduce on XP 32bit. Tried 3.14 and 3.141pre2. All markers properly show up in both lists (transport context and SWS markerlist). There must be a step or circumstance missing in the receipt.
Confirmed here, XP 32-bit, 3.14 rev 9556. Also, deleting the markers do not remove them from the "Jump to marker" fly-out menu. Even creating a new project and closing the old one, retains the markers in the fly-out. EDIT: I now I can no longer get any new marker into the "jump to marker" fly-out list. I have restarted Reaper several times, started it with "Create new project". Nothing helps. No marker I create turn up in teh fly-out. Big bug!