Your bug report is very local Greg.  I've tested on Linux, Windows and OS X sans rig control.  Change the frequency selection (using the top/bottom digit left click), close fldigi, restart and the last entered vfo value is displayed.  Works as it always has.

I have a feeling you might be using keyboard entry for the frequency entry.  If you are, then you must press the Enter key for the new frequency value to be a saved as a valid value.  The Enter key will also insure that the log control for frequency is based on the new entry.  Your screen shots show otherwise.

David