That is by special design.
From what I recall:
The idea is to make it easy for the user to set the Home Location. When it sees that it is not set and the GPS has a good signal, it loads the current GPS location and makes it "set". The GUI works the same way.
I don't recall for sure, but I think the "automatic set" only changes the "memory only" copy. It is not permanent after the "automatic set" until you actually Save it from GUI or System page.