Yeah, I experience the same (for years).
Each time when I start Nuendo, I have to set my CRM-prefs again and again.
It’s on MY list of improvements for Nuendo, but unfortunately I’m not a developer @ Steinberg.
Control room is ONLY saved on successful exit - it’s more or less the last thing that gets updated when you close cubase/nuendo
You almost certainly are getting a crash on exit when you have a project open - that you are not getting when you don’t open a project. You might not see the crash but it is happening. This means control room settings are not saved.
You don’t say what OS you are using but on windows check your application event log - you should see the crash there.
You might want to fix the crash issue - or just live with it an be aware that control room changes won’t stick unless you don’t open a project (avoiding the crash)
VST connections has other problems with saving - but 50% of what I just wrote applies there too.
Doing that preset save so late in the shutdown procedure is not good design. This must be the cause then. Well, I have no idea what might cause the crash - random crashes on shutdown have been happening to me since Nuendo 6. As long as I can successfully save new Control Room presets while a project isn’t open, I’m good.