This is a long-standing issue with VEP. They are aware of it and have commented on it, though not lately. At one point they indicated that it was a challenging bug to fix. It must be, considering the amazing feats VSL has achieved in other areas.
Unfortunately, the state in which a VEP project is saved will not affect how it re-opens the next time.
This and the inability to use remote start/stop are the two biggest kludges I face with VEP. And I say that as an enthusiastic supporter of all things VSL.