I am using CS5. Photoshop and Indesign can save the print setting for each file just fine except Illustrator. Whenever I reopen the document, the setting from Illustrator 'Print' panel can return the value, but the setting from the 'Setup' is lost like: type of paper (glossy, matte...), quality, paper size, etc which was set up with the 'Printing Preferences' dialogue box. I am using Epson 1390 and 1400.
I have attached the scree here: