The first step in solving a problem is properly identifying the problem. the behavior you describe, isnt working as intended, and we are trying to solve the why, so we can fix it.
Its possible that a small % of people are experiencing the same issue as you, however it isnt the standard. as such, we need to find out exactly why it bugs for you, so we can fix it for others...
there are several reasons classic shell could fail after an upgrade.
there are less reasons a specific setting would fail to be remembered
The first step to troubleshooting is usually to start with a fresh install. as stated the settings are remembered in the registry, and should be used again upon reinstall.
Also if in the mean time we cant solve your issue, your welcome to install the older version (you can find links to all the older versions here
http://www.classicshell.net/downloads/ ) and just forget about it.
For the most part settings are never changed with an update, however there are some exceptions (like when a new feature is added, it is often enabled by default) It can always be disabled if the user doesn't like it