Just tried here, with the version 3.0 and Win10, and the last run settings are being correctly reload on the next run session.
The setting are saved at the registry key HKEY_CURRENT_USER\SOFTWARE\PDFShellTools\PDFTools\Merge, under the LastUsed value. The keep bookmarks option is defined by a <kb>1</kb> item in that value. Does these users have this value in their Windows registry, and it is being changed accordingly with the last used settings?
Some users are reporting that, under Windows 10, an error is showing up when any of the tools finish. Any of these users have this issue too? Because this specific error occurs when a tool finish, maybe it is preventing the settings from being saved to the registry?
I have not been able to reproduce the problem here, but I have developed a fix that seems to be working at these users PCs. If you wanna try it too, please contact me by email.