You have to break the wiring on the JENSEN RADIO so that one 12VDC lead goes to the 12VDc normally and the IGNITION KEY 12VDC lead goes to a separate ON-OFF switch. This duplicates what happens in automobile setup.
You can just see the added ON-OFF rocker switch in this photo of my JENSEN Radio labeled RADIO
What is happening is both those 12VDC leads are wired to the 12VDC and when you turn off the radio it loses it settings.
I leave my JENSEN turned "ON" all the time with the RADIO ON-OFF push button after we get setup at the camp ground and then use my separate wired "IGNITION KEY" SWITCH to turn the radio ON or OFF. This saves my pre-sets.
Roy Ken