I have the same problem with the setting to not show in the group window. It only keeps me out during the session. Went I log back in, the option is still checked to hide me, but there I am. Everything else related to the Window works fine now (once I realized my virus scanner was messing with it saving the settings).
So, in my case, it does save the state of the Checkbox, it just seems to ignore the setting during load.
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