stevengbrown I was able to identify the bug: the cookie is saved but it is useless because it is saved with the full job-execution path. So the value is remembered for /foo-job/123 which is making it kinda useless.
I do have hundreds of different job names with thousands of executions and I was expecting to remember this preference for the entire jenkins instance ( path = / ) not for a specific job.
Also the current implementation has another side-effect bug: it does clutter jenkins instance with cookies for each job, and is contributing to another known jenkins bug when the max cookie size limit is reached.
The selected format is stored with cookies for each Jenkins site. Is this not working for you?