Hi Ed,
I just tried both ways over here and it works..

So I open a new MoI and add a new style called "Ed".. Then I save the 3dm file somewhere.. I close MoI and restart it.. If I right clcik on "Open" in the file menu, I get an open file dialogue and I select that file.. My document then has a style in it named Ed.. If I then go to the options-general tab, and select the file from the template file box, then everytime I open MoI I have a style named Ed in it...

Are you by chance using a different process? Be sure you are working with the right file name/location...