Hi, Doug. Does it save your other settings? That Denon, per page 45 of the owners manual, should save the last settings that you used for each input, and it should store the settings used before going into standby. That's not unusual, btw. If it's not saving any settings, that would point towards something beyond just the Dynamic EQ issue.
So, hopefully someone here either knows or can spot in the manual what is causing this. Until then, I'd suggest using the "QUICK SELECT" memory buttons on the remote control, also explained on page 45. By using that for your TV (and, it appears, up to three other input sources), you can set a few different things including the Audyssey mode. When you press one of those buttons to select your TV, it should set it all up for you.