I use the same HDMI connection method to my AVR. I've not had a problem with the Audio on HDMI (TV) checkbox staying checked.
Two things to check:
Whenever you're ready to turn off the power, first press and hold the STOP button until the word SAVING appears on the display, then wait til the clock comes back, then it's safe to turn off power. If the B2 has seen your checkbox from the WebUI, it should save it then.
But if the B2 doesn't see the checkbox, it won't save it. So check your WiFi signal strength using Settings > Maintenance > WiFi Strength. (I got that from the Brennan website on the Menu page.)
Your signal strength should be better than -50 (-40 being better, -60 being worse) and not fluctuate wildly.
To improve your signal strength, try the following:
Move your B2 closer to your router.
Switch the WiFi dongle to USB C.
Move your WiFi dongle to the end of a USB extension cable.
You can buy a new WiFi dongle that has an antenna. Look for one that has the RT5370 chipset.
If none of that helps, you could try plugging a network cable between the inside back of the B2 and your router (and remove the WiFi dongle).
If none of that helps, then we've got a head-scratcher here.