Thank you for reaching out.
Based on your question above. I understand that you have an existing Azure Private DNS zone for Blob and DFS services and you have an Azure policy which automates the integration of PEs with DNS zone. But whenever you are creating a new PE of the same resource type (let's say blob) the existing entry in DNS zone is getting overridden by the IP address of the newly integrated PE.
This actually expected behavior and it is currently documented here.
Hope this helps. Please let me know if you have any question. Thank you!