when I had my GTD, and in the current R, if left in sport/race mode when turned off the next time I started up the engine settings were still in the sport/race modes just the gears were dropped back to D rather than S.
But the engine stuff still stayed the same, more noticeable in the R as in Race the engine noise, real/fake, is a lot more pronounced!
Personally 99% of the time I drive it in individual with all settings set to normal apart from the noise thing set to eco which pretty much removes any of the crappy noise.
Then race mode for a bit of fun now and again