On my Mac (High Sierra), I export the score as a PDF using the Print mode > Print button, that is the system Print dialog. From there, I use the Save as PDF command to create my PDF.
Prior to this, I click the Print Setup button in the Print mode, and choose the paper format. After exporting, I save the Dorico project.
Next time I open it, the paper format has been reset. The default is A4 Portrait, and my previous selection of US Letter Landscape is no longer the chosen one.