Thanks for the good .capx sample, it demonstrates the issue well. Unfortunately the main reason this doesn't work is because it's very difficult in the C2 runtime with the limited JavaScript features we must use to preserve broad compatibility with old browsers etc. Basically the C2 runtime architecture makes it difficult to save the data (which is global, rather than per-instance, so the instanceProto.saveToJSON() method is not really applicable), and the "collision relationship list" is a pretty advanced data structure that cannot be directly saved as JSON without some ugly hacks in the engine. I've already fixed this for the new C3 runtime since it's better architected to handle cases like this and the latest JS features makes it much easier to support (since there are better data structures to store the collision relationship list with).
If this can be worked around by restoring disabled collisions in "on load complete" then I would prefer to leave it as only fixed in the C3 runtime given the difficulty of properly implementing this in the C2 runtime.