Just tested it and even from a cold boot, it doesn't make any difference. 
Are you booting the games off floppy or from your hard drive?
If when booting from your hard drive it reboots after installing some patches etc then it might forget your decision. IIRC there is software that allows you to switch back to ecs after booting workbench.
It's been a while, so I don't know if it's this that I used to use but it was something similar.
http://aminet.net/package/util/misc/RunLame
