Don't effects get saved with presets?

[lmv]

I have ZynAddSubFX on Linux and I ran into something I found strange. I opened a preset, then I added effects. EQ and reverb to be more exact. I saved the preset then I closed and reopened ZynAddSubFX, loaded the preset and the effects were absent. Is that by design or did I do something wrong?

[fundamental]

Effects should be saved as part of the instrument as long as they're 'part' effects, not insertion effects or system effects.