If you are using JMP annual license on Windows, you can install different versions of JMP side by side. So, 15 and 16 can coexist. When that happens, your 15 preferences are retained by not migrated to 16. So, when you start 16 it may seem like they were lost, but if you go back to 15 you'll see them there.
If you use JMP Subscription, there is no side-by-side operation. When you update JMP to a new version, your old preferences will be retained.
The annual license behavior was retained based on AL customer feedback.
Brian Corcoran
JMP Development