The only setting that does not "stick" in my experience is Source Hardware Outputs which always lists however many pairs are active.
Are you sure you've got the Clips box selected in your saved version of the preset?
Sorry if it sounds obvious but if you're re-selecting Source Category every time you select your preset, are you choosing to re-save the preset, overwriting the original?
I've just tried on my laptop and the settings for Source Category persists after swapping presets, and also from a reboot of Sonar.