that is not the intended behaviour. When you change between slots using the Remote or MIDI each slot is loaded in its stored state and any temporary changes will be lost. Only when you use the front panel Rig buttons the current state of the slot is preserved until you either store the performance or load a different performance. If your PROFILER behaves differently please contact support.
I seem to remember when making changes via RM they will actually survive changing between rigs with the remote within a performance as well. It's a little bit confusing.