That's not a backslash. Backslash is: \
If you are using PL/SQL Developer's "Program Window", then it will save the forward slash character ("/") for you when you'll save it to file.
The slash character is NOT part of header or body (it's simply a mean to tell the application, whether it's SQL*Plus or PL/SQL Developer or anything else, where the object's definition ends and it does not have to be the slash character - SQL*Plus has this configurable) and that's probably why PL/SQL Developer does not show it.
If you are using "SQL Window" or "Command Window" (the editing tab), then PL/SQL Developer will save the window contents as is, including slash character.
The "Test Window" handles only one command so it does not accept command/block separator (like slash) nor does it need to save it.
I hope that helps.