Here's another approach I came up with after verifying the problem
1. Set your base tempo for the project
2. Drag in your loops, extend/position them how you want them
3. BEFORE you insert any tempo changes, select all of the loops, right click and choose Bounce to Clip(s)
4. The loops will now be joined into a single audio clip. With this clip selected, select Clips in the Inspector and open the Groove Clips category.
5. Check the Stretch to Tempo option (note that this will auto uncheck the Looping option)
6. Insert the tempo changes thru your project
The clip will automatically follow tempo changes as you would expect and won't add fades when you Save/Close/Open