It says "Please note that when you are hiding pages from some users by using Post Groups, they will automatically disappear from your navigation", which I guess is the cause of the problem. Is there any way round it?
What you describe is by design, users who do not have rights to see a page (e.g. a guest visiting a My Account page) cannot see the navigation link to that page.
I don't see any workaround if you are following that tutorial you linked to, where the My Account page is built in Layouts.
If you were not using Layouts to design the page, then you can instead of hiding the entire page as described, use Access shortcodes to make certain content appear to logged-in users and different content appear to logged-out users, but each is able to visit the page, meaning it's appearance in the navigation is unaffected.
