Hi Albert -
Right now this is by design, as engine modes usually contain solution-specific settings (such as category matching). There is also a reason to store these in the solution settings so that they can be shared with other team members.
The engine modes themselves are stored in the .ncrunchsolution file using Base64 encoding, so it is possible to copy/paste them into another solution if you have complex settings you need to transfer.
Cheers,
Remco