Ah, OK
Then there's no bug. Phew! I confess I was getting a bit concerned about this
Of course, this is normal behavior. Remember: PI is object oriented, so all processes, images and global settings (among many other items) are independent objects.
The Edit > Global Preferences menu item triggers a special (module-defined) action that automatically loads the current global preferences in the Preferences interface. However, the Preferences process is a completely independent item, so if you launch it from the Process Explorer or from the Process menu for the first time in a session, the default set of Preferences parameters is loaded, just as happens with any process. The current platform settings are not loaded in this case, unless you use the "Load current settings" button.
Anyway, thank you for your exhaustive bug hunting, as always