That will happen if you have the 'record MIDI' option ticked on the Recorder/Player control panel. Here's the relevant excerpt from the 'Recording menu: Recording MIDI' section in the Hauptwerk user guide (page 152 in the current v6.0.2 version) that explains why:
Note that the organ always resets when you start recording or playing a MIDI file to ensure that the file always starts from the same (all-off) registration, so that all of your subsequent registration changes are recorded into the file.