In Logic I found a workaround for this, not that I'm suggesting that you should need to use a workaround and that this is okay behaviour, but this is where we are.
Basically, when I've found a preset that I want to use in a project, I save it in Logic as a custom patch. So the next time I call-up that patch from Logic (NOT from Analog Lab) on a particular track, it opens Analog Lab and selects the correct preset. When I then save that project and re-open it, Logic will choose the correct Analog Lab preset. This hack works because it proactively tells Analog Lab to select the correct preset, whereas if I just choose Analog Lab as the instrument and select a preset from within Analog Lab, sometimes nothing seems to be 'saved' within the Logic file to tell Analog Lab which preset to load-up when the project is next opened, so it just opens Analog Lab at the default sound.
Possibly this will work in other DAWs that allow you to save custom patches (all of them, surely), but I can't confirm.