That's odd - all MCC parameters are "written" to the MKII when you "save" and exit MCC - they should remain unchanged when turning the unit back on, as they're written to on-chip NVRAM. Are you using the default profile In MCC? Maybe try to create a new custom profile based on the default, change parameters, save, exit, and and see if turning your machine off and on saves the parameters - you should be able tell if the settings 'stuck' if Vegas mode doesn't occur. There shouldn't be any need to open MCC again.
Please let the group know if this works.