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