Some Live sets have metronome output set to a separate output, for example for the drummer to hear and some not. Live should save the metronome state with the set.
When you change click the metronome on or off, Live recognizes, that something has changed in the set and prompts you to save, but it still doesn't save it and always turns it off when you load the set.
Live-sets should remember the metronome state
Live-sets should remember the metronome state
Juhana Lehtiniemi - Film composer with Ableton Live