To make the sequencer keep property changes on Actors, add the following to your DefaultEngine.ini file inisde your project's Config
folder:
[/Script/LevelSequence.LevelSequence]
DefaultCompletionMode=KeepState
To make UE4 keep the state on default, change the corresponding .ini inside your UE4 Engine folder. This will then be passed along to all future projects that you will create with this engine. Add this change to all Engine versions accordingly.
Thank you!