It's me who should get shot - according to your post... Thanks for that
However... could you please explain what you mean. give screenshots. I honestly do not understand your problem.
"Remove Link from JDownloader only DO NOT delete anything from harddisk" is the first option in the dropdown list. It is default. And yes. JD does not remember your choice here. Because remembering anything that deletes files from harddisk would be bad.
What language do you use? Maybe there are bad translations? Please give me more information, or show me in Teamviewer what you mean.