As the tittle states.
Reboots remember it, but not shutdown/boot.
I have the same issue with 19.4.3 on Win 10 1903. What version of windows are you using?
I think I solved my issue by setting a 30 second delay on the trigger for the "StartCN" task in task scheduler. It was set to run at logon of any user, and I added "Delay for 30 seconds". It has worked properly now through 2-3 shutdown cycles.