ScriptableObject living outside of an asset file

To first give a bit of background, I'm working on an item description system. You get a base item with 3d model, and then you can add attributes to it: stackable, tradable, equippable...

I wanted a flexible way to describe those attributes, so what I've gone for instead is to create classes (Stackable, Tradable, ...), and made it so I can add instances of these attributes to my item description (so I can e.g. say this item is Stackable with a stack limit of 50).

This leaves me with a ScriptableObject class (ItemDescription) that can contain references to several other ScriptableObject instances (ItemAttribute daughter classes such as Stackable).


Now, if I create and attach these ItemAttribute instances via an Editor window, it all looks fine until I hit "Play" where they vanish into thin air (the Editor reports "Missing"). After a bit of digging around, it seems I am forced to use

 AssetDatabase.AddObjectToAsset(attribute, itemDescription);

which is rather cumbersome.

Here is a simple reproducer. You can create an asset file via "Create -> Test -> SOTest", and attach another SO to it by hitting the "Test" button. If you hit Play, it'll go away:

 [CreateAssetMenu(fileName = "ScriptableObjectTest", menuName = "Test/SOTest")]
 public class SOTest : ScriptableObject
 {
     public OtherSO other;
 }
 
 public class OtherSO : ScriptableObject
 {
     public int value;
 }
 
 [CustomEditor(typeof(SOTest))]
 public class CapabilityEditor : Editor
 {
     private SOTest Target { get => (SOTest)this.target; }
 
     public override void OnInspectorGUI()
     {
     DrawDefaultInspector();
 
     // Simple button to attach an instance of OtherSO to SOTest
     if (GUILayout.Button("Test"))
     {
         Target.other = (OtherSO)ScriptableObject.CreateInstance<OtherSO>();
         // Uncommenting this "fixes" the issue
         //AssetDatabase.AddObjectToAsset(Target.other, Target);
         EditorUtility.SetDirty(Target);
     }
     }
 }

Now, I don't really like having to manually handle the asset file - that's the kind of things I expect Unity to do for me. I would've hopped to have a behaviour similar to say a Serialized int and have it "just work".

Am I doing something wrong here? Is there a better way to handle this kind of hierarchy? Or is it just that ScriptableObjects cannot live outside of asset files?