Yes as plug-in in a project then i can confirm if you only switch off a fx using the on/ off (bypass) button then the effects is on when you load the project again.
Is this a bug? It could be as the setting is saved in the preset. If you select the preset again, then the change will be there.
If you just save the edit with the DAW without saving the preset it's also the same.
It's the same with factory presets. All presets, that's saved with the fx off is allways on when opening a DAW project it looks like. That mean if you use one of those factory presets in a DAW project, then it's wrong when you reload the project.
So this must be a a bug Arturia.
In case it's DAW related i use Studio One 3.
If you turn the fx off by setting it to "No Effect", then the change is saved with the DAW project. All seems to work then.
But that you'll have to be aware, also when using factory presets. This is not good.