Linked MIDI channels don't remain linked [Show in 2 hours]


In my gig today, I’m playing with a laptop, cubase 6.5.3, and a MIDI keyboard.
In one of the songs, sometimes I need to play two VSTs at once. So I simply link the MIDI channels via the mixer.
It works, when I click one channel, it automatically selects the two.

The link is canceled when I’m closing the project and reopening it.
What do I do?