Yep, confirming the behavior here. The only case ANA 2 is keeping your preset when re-opening your PT Project is when you use an existing preset and don't tweak/edit it at all.
Any "Init" or Factory/Bank preset that you are further editing & modifying won't be kept in your PT project if you don't save them.
So again suggest to use the SAVE AS ( not to overwrite your existing presets as opposed to "Save" ) option as a workaround for now.
@chris_agnelli thanks for chiming in with this update