Does this happen in all documents - or is the issue document specific?

I'm only just getting started with Finale - so this is with any brand new document.

Unfortunately I am unable to reproduce your problem.

For me, Finale behaves properly:

When I check “Color Noteheads”, I get colored noteheads.

And it does not uncheck itself.

Things to try:

1) Reboot the computer.

2) Quit Finale, and launch it again.

3) Go to the Preferences, and click the button “Reset All Preferences”.

4) Test whether Finale behaves properly in a brand new user account (this is a test, not a solution).

I just figured it out.

I was trying documents with a Grand Staff. And apparently, Finale doesn't let you apply colored noteheads to a group of staffs.  You have to expand it in the ScoreManager, and then apply that setting to each staff individually.

Aside from the fact that this shouldn't be an issue in the first place, it doesn't help that in the ScoreManager Instrument List, there is absolutely no visual distinction at the top level between a staff group and individual staffs. 

>> "...in the ScoreManager Instrument List, there is absolutely no visual distinction at the top level between a staff group and individual staffs."

Other than the "Group" indication in column 2 of the Score Manager?

(Granted, finding the colored notes in the Score Manager ratehr than the Staff Tool was a surprise.)

This is the ScoreManager from Tutorial 12:

Show me where it says "Group" in column 2 for the Piano instrument.

So, no, there *might* be a visual distinction, but it's not a guarantee.

In addition, if certain settings cannot be applied at the group level, then those settings shouldn't appear and let you change them in the first place if a group is selected.

You are right. Depending how you enter the Piano part, the second column may not say Group.

Thank you for your information. That solved a problem for me!