You should just set that, and next time you start MC, it should be the same as it was when you closed it. If it's not, something is amiss, and I can't think what that might be... You're not in "Party Mode" by any chance are you?
See the attached image. If you have a tick beside yours, click on the menu item to clear it. I think it's highly unlikely that it is ticked, because so much more gets disabled in Party Mode, but it's the only thing I can think of right now. I just checked my own client/server MCs and it's not that... The client keeps it's own setting between launches ?
