Whenever Rule of Simoon spawns a tornado, it will unassign any added +Physical skill(s) from Tornado which is granted from other gear (Thorn Slinger in this case).
I’m pretty sure this is a tag issue where Rule of Simoon briefly switches from “Physical” to “Fire” as it’s being auto cast, because it goes from 21 skills to 20 very briefly, then back to 21 with an unassigned point.
EDIT: Adding +fire skills will have the opposite effect; from 20 points to a brief 21 as the gloves proc (Tested with Cinder Song). Having both Cinder Song & Thorn Slinger equipped keeps Tornado at 21 points.
Either way, it doesn’t seem like an intended feature.