I just noticed this. Simulation, I set Wedge to 4.0 and saved the setup to memory card. Later I backed out, and changed to Arcade. When pitting, I saw that I still had 4.0 Wedge. Upon experimenting:

If you add wedge, and not race & backout, then change to Arcade and race you will still have that wedge added when you pit. Same goes for if you race sim then change to arcade. If you exit game and come back, that is not the case. The wedge is still applied, even if you change tracks. This begs the question about the other car setup settings carrying over between race modes, it's just wedge is the only option that you can see/verify. This is actually pretty important to keep in mind, because if you're trying multiple records between tracks you may go 20 laps before pitting and realizing that you had wedge this whole time. Even setting loose then pitting, I still see wedge 4.0 applied

This poor game lmao, so many random problems.