I just got around to opening a ticket about this last night even though I've known of the issue for quite some time. I use the Remote Control for a thing or two, but not much because it doesn't seem to "stick" when saving the project.
If you have the option to do it with ACT instead (i.e. that parameter on that synth is able to be mapped), I believe this will actually save with the project.
If anyone has ideas about the saving of Remote Control mappings, that would be great to know, as I don't know how long it will take to get a response back from Cakewalk on this question. It's been asked before in many threads, so I feel like they must know that it is a problem and it is far on the back burner of development.
edit: didn't realize that this thread is as old as it is.