Interesting. I had thought to ask this myself actually. This cropped up for me after 3.0 went live, as previously the settings would be saved across all my characters and sessions. This doesn't happen anymore and it's rather annoying.
I looked for the Blizzard_TrainerUI.lua and I only have the lua.bak file, so I'm going to copy it and see if it will retain my settings. Thanks for the filename Seerah, and others for posting.