To a certain extent, the settings are already kind of sticky.
If you select the last item on the dropdown list in the upper left corner, you should see a Previous Sessions History. This is saved with the Max file and lets you restore the settings of any saving operation performed from that file (at least in theory).
It would be possible to rewrite the XMesh Saver to store its settings in the Max file instead of the INI file, or at least use the last History settings if these exist and only use the INI file if there is no History in the scene…
I have not been able to finish the XMesh Sequence Manager, but it is still on my ToDo list. There is hope