I believe settings like this are only saved when the application quits, so if you are having frequent crashes, that would explain your problem.
If that's not it, the first thing I would try is using Disk Utility to repair permissions on the disk.
No crashes whatsoever. I start the Mac, start FileMaker, get the notice, check the box in the notice to not see it again, click Cancel or Learn More (only choices), reset the preferences, and quit FileMaker. Restart FileMaker and the notice is back and the preferences reset.
Disc Utility showed nothing to fix...