The PDF settings are saved in the FrameMaker document. Please make sure that you save the document on disk after generating PDF.
It works at the document level. However, I am creating the entire book as PDF. So, I want these settings to be saved at book level.
I seem to remember a discussion about this on the framers list – the job options settings for bookmarks, etc. are attached to the first file of the book. I don’t remember if you need to somehow import them for all documents in the book or not.