This had been bugging me for a little while, and I just figured it out, so thought it might help someone else as well -
I'll often use Capture to mock-up a rig or play with some possibilities, without having a console hooked up or an offline editor running, just turning fixtures on and off via Capture's own little interface in the Live view. Typically I won't need to patch them for any reason to do this, so I wouldn't....
But it always frustrated me that I could create a cool-looking scene, save the file and close it, then when I reopened it, all of my fixtures were back at their 'home' parameters.
It turns out that if fixtures are patched - it doesn't matter where - then they will keep their parameters at the last value through a save-and-reopen cycle! Maybe this would be a good note to include in the documentation somewhere?