That's just the way it works. You can't save default settings on the individual effect models. When you turn the model select knob, you bring up an effect model, and the settings that are saved with it are simply the factory defaults. Those can't be changed. This is the case even if you have it in autosave mode.

If you want to compare two different type of effects, the way to do it is use a different location on the M13, either in the same effect engine or in another one.