First off - when you make the change using "view" -> "render style," are you actually saving something, and exiting Catia in the normal way, or are you crashing out? (sorry - I have to ask)
Secondly - how is you environment configured? Do you have control over your own doc settings, or are you forced to accept standard settings from the administrator's image?
Third - I'm not sure where your problem lies, because mine seems to be controlled by my CATSettings. I get whatever setting I specified in the last session, when I exit and restart properly. That's why I asked about the environment.
Hope this helps.