Is Eos supposed to remember settings in the PSD’s “display notes” section?

It is a bug. Many things in snapshots doesn't work as expected.

Yeah, feels like some display-management-related functions are a bit lacking in stability.

sstaub happened to post about this several months ago: (+) PSD notes issues in snapshot - Eos Family - Eos Family Consoles - ETC - Community

saranow replied
"Thank you for the report.
Eos-52766 Cue Notes Text Size Not Saved in Snapshot
Eos-52767 Pending Cue Notes Button Not Always Recalled in Snapshot"

I will add a note to those that Palmi is running into these as well.