Robert my guess is that you are using a direct driver or emulator driver until you open the Asio4all panel, assigning the Asio4all driver..
It shouldn't work that way, maybe it is your host program glitching things.
I use Forte as my host and Asio4all driver with my soft synths without the problem you are experiencing..

Once you do the procedure you stated, does everything work fine for your session.....if so , just be happy that it does...How long does your demo versions work? What are the limitations?
Maybe here lies your problem..