One possibility is that the Panel Memory filter used when the sequence was made had the MIDI option turned on. If the sequence used a control event that selected a panel memory, the midi settings at that time would be reset. I would first check to see if the Panel Memory filter has the MIDI option set to ON after the sequence is loaded. If it is set to ON, it should be set to OFF and the sequence should then be re-saved. Next time the problem will not be there.

Hold the SET button in the middle of the Panel Memory Buttons till the Panel Memory Mode page shows. Press the Page Hold button. Go to page 2 to check and set the MIDI Panel Memory option.