This is strange because the palettes I've designed for my various applications all remember their new position and state, but the WRI palettes no longer do. (Version 10.4.1) My palette expressions all take the form:
CreatePalette[paletteExpression,
WindowTitle -> "PresentationsPalette",
WindowSize -> {All, Fit},
WindowElements -> {"MagnificationPopUp"},
WindowFrameElements -> {"CloseBox"}];
so I'm not doing anything special to remember their state. This seems to be another feature lost between versions and can probably be easily fixed by WRI.