In ATE, changes to Preferences are immediately stored with the connection profile in the Windows Registry. This means that they are both implemented immediately, and saved for future use; all subsequent operations of the preview window, whether in this session or new sessions, will reflect the latest settings.
In A-Shell/Windows, changes to Preferences are part of the overall A-Shell settings set which, along with the other options on the various Settings menu dialogs, are stored in the A-Shell settings (.ash) file. However, as with all other settings, changes made in the dialogs are not automatically written to the file. Thus, they only affect the current session. To make them permanent, you must save them via the File | Save option.