Audio Research Ref 3 set display off/on.

I believe yours is working correctly, it defaults to display on and you must adjust.  That's how my LS26 worked.

Are you turning off the power to the unit or the system? Because it will default to display on every time it loses power. I had an LS26 and now. REF5se and the display is off unless I lose power, make volume, input etc. adjustments and when I turn it on. But once the the unit is on for a few seconds the display goes off.

I turn amplifier OFF, when I turn it ON, display is ON and it will never goes OFF until I switch it OFF on remote control.

So I have to set "Display" OFF every time I turn amp ON. 
It looks very, very strange.

Sorry, I will mention the obvious answer which is of course to give ARC a call.  But it does make sense that the display would default to being on after each power up.

I would assume most people would normally want to defeat the lights when listening at night.   If you are like me, there is always the chance that I could accidentally not realize it is on when display lights are defeated and keep it running a long time before noticing.

The problem is that this display produces an audible noise, bzzzzz noise.I had Cary Audio SLP-03 and it remembered display setting on OFF.