When you open the Preferences tool from Process Explorer, or from the Process main menu item, you run it with a default set of parameters the first time you launch it. This is normal behavior, and is a consequence of PixInsight's object-oriented architecture: processes are self-contained, autonomous entities, independent on the data objects they can be executed on. In other words: Preferences knows nothing about the current preferences, in the same way that HistogramTransformation knows nothing about any particular image. There is a perfect isolation between processes and data by design (or should be, if I do my job well).
The Edit > Global Preferences main menu item is a convenience shortcut that loads the Preferences tool with the current set of preferences settings for the running PixInsight core application and launches it in a single operation. It is equivalent to launching Preferences from Process Explorer and then clicking the Load current settings button.
So the bottom line is: Under normal working conditions, if you customize any preferences settings, they will always be remembered across core application executions. The fact that you don't see them when you launch the Preferences tool is perfectly normal, and does not mean that your preferences haven't been loaded upon application startup. Click the Load current settings button to verify that they are indeed in effect.