I have the same on my Audya 5 and other keyboards I have had. The transpose stays as set until changed by a registration that has "keyboard Par" checked and saved in the Section area.
I guess there are cases where defaulting to zero with every change would not be wanted but I agree with you.
Bernie
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pa4X 76 ,SX900, Audya 76,Yamaha S970 , vArranger, Hammond SK1, Ketron SD40, Centerpoint Space Station, Bose compact