As a test, I select one of the "New Performances" under My Profiler. I have the Kemper set on Perform mode. Next I opened a second Rig Manager window. I found a performance I use all the time and I dragged the 5 rigs from my existing performance into the New Performance of the first window. Lastly I named the performance. I normally don't drag from performance to performance. I'd normally get them from the rig library, but both cases seem to be working here.
The new performance works normally without saving anything (I thought I had read that a while back, and it seems to be working for me). I can change to other performances and still see this new one in the list of performances. If I reload that performance it still looks right. I rebooted the Kemper and Rig Manager and it's still there and working just like any other performance that I've created.