The setting is only saved on the first login.
This has been raised as problem 4370. It would be worth raising this problem with your support provided to help get a higher priority on this problem.
Just to add to what Calvin has said, this was indeed a bug that came from version 7.3. See this document for a workaround on how to allow the window size/position to be re-saved for an existing user: The window state, size and location of the main Console window are not remembered .