Are you saying you get things set up via: Settings > Remotes & devices > Remotes > Remote (In use) -> Set up .. but the setting does not hold?
It has been reported by some that when their Roku updated to version 9.3 of the Roku operating software this setting was lost and had to be reset. You can check your version via Settings > System > About.
Roku Streaming Stick +, 3810X, Ser YH0059427035, wifi - Samsung UN55ES6100
Roku Streaming Stick, 3600X, Ser 5S56D8240827, wifi - JVC EM37T