Hi,
Ableton maps MIDI information to certain buttons that you choose. Even though you change banks, the MIDI information that the pads transmit remains the same (MIDI notes from C1 to D#2 I believe). This is why there will be the same result when you press pad 1 from bank 2 or pad 1 from bank 6.
In order to save your banks, you have to open the MIDI Control Center separately and also close it before opening Ableton again. The way you save information to banks is by selecting both the 'Local Template' and the 'Device Memory' you want and then clicking 'Store To'. You can then verify that the information has gone through by pressing 'Recall From' while having the bank selected. This will retrieve that bank from the controller for you to inspect or further modify. Please note that you can also change bank 8, which is reserved for Ableton, but its function won't change inside Ableton, as those controls are mapped by hardware inside the Control Surface script. If you choose not to select Minilab Mk2 inside Ableton as a Control Surface, the behaviour will remain as set inside the MIDI Control Center and the special mappings won't be available anymore. This opens the way for more banks available if you decide to use another DAW which doesn't have premapped functionality with Minilab Mk2.