Sublime 3 on Windows
I added some bookmarks with Control-Shift-F2 and some with Control-P "Add Bookmark". When I press F2 to cycle through bookmarks it skips over those created with the first technique. "Goto Bookmark" lists all of them.
In the attached image the first and third use the second technique. The second is skipped when I press F2.

Sublime 3 on Windows
I added some bookmarks with Control-Shift-F2 and some with Control-P "Add Bookmark". When I press F2 to cycle through bookmarks it skips over those created with the first technique. "Goto Bookmark" lists all of them.
In the attached image the first and third use the second technique. The second is skipped when I press F2.