Hi,
it should automatically save them when closing Spark.
If not this may be a bug.
Can you give me some details about your setup?
It doesn´t save it automatically when closing spark (not in standalone or in vst version).
My Set Up:
Apple 2,66 GHz-Quad-Core Intel Xeon / Mac OSX 10.7.2
Spark Version 1.4 (R32220P)