If you are on a 64bit OS, can you try installing Cakewalk by Bandlab to see if the same issue occurs there as well. If you can install Cakewalk by Bandlab, you should do so as Cakewalk by Bandlab blows X3 out of the water.
As a test, I created a small project with a MIDI track in Cakewalk by Bandlab. I placed two patch change events in the MIDI track itself. I then saved the small project and then reopened. The patch change events remained in the track itself and did not transfer to the track parameters.
Maybe have a look in your ini files to see if there is something in there doing this. Located here
%userprofile%\AppData\Roaming\Cakewalk\Cakewalk Core