the properties on the server principal sa go to user mappings
So this is the form you are talking about?
As you can see, it seems here that sa does not map to anything at all in any database. However, I can assure you that sa still maps to dbo in all these databases.
I think this is a good example of that UIs only make you dumb. As have been said repeatedly in this thread: all users who are in the sysadmiin role maps to the user dbo in every database.
Editing the database mappings for sa in that form is nonsense, and any name you enter yields an error message - just like it should. The only way you can create a mapping that displays in this form is to make sa owner of the database - and which you should not do in my opinion, that is not good practice.