Bit late to this point, but the Preset/Auto thing is just something you set once then it stays until power-down. So it's really not a deal-breaker in the big picture.
And if you think about it, it's not really a cut and dry question. Sure, if you are auditioning styles for a particular song, or changing style mid-song and want the same tempo, Auto is the way to go. But if you were auditioning styles and WANTED to hear them at the default tempo (so ballads were slower, for instance) the Preset is the better mode, or you would have to stop the arranger before you selected any new style.
It's just one of those things that can't please everyone all the time, and Roland had to make a decision. Yes, in a perfect world, every last parameter would get remembered, but we don't live in that world. You can find odd decisions in any keyboard, you look hard enough!
For me, if I'm working with styles, I simply remember to change the setting when I first start the keyboard if I want Auto. Not the end of the world, honestly! I've had to do much more complicated things with other keyboards in the past (don't get me started about my Kurzweil!) LOL
An arranger is just a tool. What matters is what you build with it..!