A way around this problem is to:
1) Design your controller
2) Export your controller to the workspace
3) Save your controller in a .mat file and
4) Reload it before running the simulation.
So after designing the controller you could export your controller to the workspace (an option in the mpc designer app), then save your controller using:
later, when you want to rerun the simulation using your controller load it first using:
Obviously if your controller has another name then use that instead of MPC01
While this works it seems like a kludgey approach. I would have expected that the currently designed controller would automatically be saved with the Simulink model. Maybe the developers can take note.
p.s. I noticed you asked this about a year ago. I am running 2019b and experience the same issue you described. The solution I outlined will work, but in the meantime have you found any other solution?