The wizard does remember your global configuration, and will only present you with questions that are relevant to the solution that you've just started using NCrunch on.
The problem with remembering previous choices with solution-specific configuration is that there are no guarantees that they will be the correct choices for the new solution. For example, you may be making use of parallel execution with the previously open solution, but the newly opened solution may not support this. As a result, you could end up with a huge long line of failing tests without any obvious reason as to why.
Something that may be useful to you is that if you click 'Cancel' on the wizard, NCrunch will automatically configure itself for the solution using the most conservative defaults. This means the solution will be set to work without parallel execution and no tests within the solution will be ignored.