That is a bit strange, I'm suspecting the app may not have the rights to update its configuration file where the setting is stored. C:\Users\{username}\AppData\Roaming\3CXPhone for Windows\3CXPhone.xml
The lines that set this option will become "True" if the file can be saved successfully:
<IsPresenceWindowRequired>True</IsPresenceWindowRequired
<IsBusyLampFieldExpanded>True</IsBusyLampFieldExpanded>