Ok, I now tested this on a newly updated Nuendo 7.1.35 on a Win 10 machine, and I’m not able to reproduce the error. I tried closing / reopening the session as well as quitting Nuendo and restarting it. It always works as expected.
I’ll try it on a Windows 7 machine later in the week if I get the time. But for now I’m not so sure this is a confirmed bug.