Fran is absolutely right. When you enter step G the first point (no lights) is simply the center pulse for your servos.
You then move through one servo at a time and make your respective changes. Once you're done with your last servo setting ,move on the to the next step "H" to save. If you cycle back to the first step in G, the reason things look "undone" is because you went back to your servo center points . The servo arm positions that are IMPORTANT are the ones that are showing when AT LEAST ONE SERVO in step G is actually selected and a LIGHT IS ON.
Once you have moved to H your settings are saved. For my own piece of mind, I always go to "H" from a selected servo mode rather than cycle back to the lights off position because like you, it looks wrong and raises questions ' Did I do that right?" .
Hope that helps.