In both Pyramix 11.0.3 and Wavelab 9.1, when I save a preset in Pro L2, the gain slider always ends up at '0dB'.
This is on a Windows 7/64-bit system.
I think this is by design. Pro-L didn't save the gain setting with the preset either. I can see arguments being made for both cases, and it would appear that FabFilter made their choice as to how to handle it. :)
I think the Gain and Volume should be saved, they are a fundamental part of a number of my preset setups. If a person wants a preset with Gain and Volume at 0 they will save it as such. Makes no sense to me. I request a change.
Luckily you can have it both ways! The Lock Output button next to the presets button controls whether loading a preset will change the gain and output volume.