Ah particles.....
Ok if the newly created/tweaked particle is saved to file then it will return as you created it. Now currently if you tweak it and save you scene, next scene load the particle will load from the file assigned to it not from any scene specific data.
We could create an upgrade where the particle data is optionally saved to file and to the scene entity this way you can have variations based upon a loaded file. The loaded back scene would then always have the correct particle data available. This would also save the scene from being broken if the particle file is lost!
We will see if we can fit this in in the not too distant future, all depends upon the size of the task....