Originally posted by jbinpg @Hound Tooth - What do you have checked in the Memory setting?
Everything except cross processing, digital filter an HDR (ie. the default memory settings).
Not that that's relevant, since the "Memory" item is inaccessible when using a User mode.
You can try it yourself: go to a User mode where you've saved something, change the ISO, then turn the camera off. When you turn it back on, the ISO is back to the saved setting, not what you changed it to. That's really the whole point of User modes, and I have nothing against it. I just wish it didn't do that when the camera turns off by itself.