Hi there! ๐
I'm an Android/Windows (Samsung Z Fold 5, Watch 6 Classic, Windows PC) user and I haven't had the same problems with this.
I frequently bounce between my phone and my Windows PC and the EQ settings appear to stay the same as the preset I had created. I tested this a few different times using the same song and alternating between different EQ settings before switching over to my PC to listen to the same track.
Since you mentioned using your Apple Watch to test this, I decided to connect my Between 3ANC to my watch and disconnect it from both my phone and computer just in case. I can confirm that the EQ settings are being retained, at least to my amateur ears. I tend to go a bit heavy on the bass so hearing my test song with custom EQ should be fairly straightforward for my brain.
At this point, if you haven't done so already, I highly recommend you reach out to Status directly as their support has been S Tier from my experience with them and I've only had these earbuds for 48 hours.
Hope this helps and best of luck to you!