A custom generic remote setup has to be exported to XML before Cubase will reload it at launch.
It makes sense, in a way.
The custom generic remote setup is a “user preset” of the generic remote device.
Like any user-created preset of any plugin, you have to save it before it will be recalled.
When you export, you also tell Cubase where to find that “preset”.
If you then move or delete the “preset”, it will load the default “preset”.