I think I understand better what happens.

The LEDs lock in either of 2 groups of opposite phases.

Whenever I remove one that is alone in a group, some other will try to take its place/phase.

It's more obvious when they are all started up at the same time: the LDR are in series with the charge capacitors' resistors. So in the dark, the oscillations don't start.

The circuits need light to oscillate !

The first LED that starts to emit light will trigger an avalanche and the others will turn on too, but with a little delay. There is already a phase shift and the first LED will oscillate thanks to the light of the others. And vice versa.

Maybe I should add a 5M Ohms resistor across the LDR pins...

but this will not solve the problem : there will still be 2 groups.