It is not a bug, but missing feature - the default bookmarks are not saved.
Probably you're using the BrowseTracker plugin for some of the bookmarks and I think there is a save/restore feature in this plugin.
You are correct; I am using Browse Tracker plugin. According to the code::blocks manual [section 2.8] "The markers are saved in the layout file <projectName>.bmarks". I'm assuming markers == book marks.
If I open project.bmarks, there is something like:
...
<File name="file.c" open="1" top="1" tabpos="12">
<Cursor position="2847" topLine="94" />
<BrowseMarks positions="2474" />
<Book_Marks positions="2661,2371,2371,2658,2847" />
</File>
...
The <Book_Marks> tag is presumably referring to my bookmarks. Therefore I do believe that the bookmarks are saved, but they are not loaded for some reason...
Please correct me if I'm wrong.