I posted a thread in the wish list, but I still think it's a bug that needs to be addressed.
It's not a bug.
The cause of your issue is that you are using Task Scheduler to abruptly kill a process. MusicBee can't be blamed for that.
If you want to achieve this in a proper manner using Task Scheduler you could use AHK (AutoHotKey) to have it close MusicBee properly before your Windows gets shutdown:
howto:
1.
Create a global shortcut in MusicBee to close it.
(General: exit MusicBee)
For this example use: [ctrl]+[shift]+[F4]
2.
Install AHK and create a script for it:
PressTheKey:
Send, {ctrl down}{shift down}{F4}{shift up}{ctrl up}
3.
Save the script, then right-click it, and select 'Compile Script'.
Save the resulting AHK .exe script somewhere. (you can delete the .ahk version)
4.
In Task Scheduler create a task to run this AHK .exe script e.g. 1 min. before you have Windows shutdown.
Now MusicBee will get closed properly and should restart the way you have set it in preferences.