As far as I know, it's always been like this, despite repeated pleas to fix this in the Feature Request forum.
What I want to know, but have been too busy to ask, is whether the Layer Action bug which just appeared in CS4 has been fixed in CS5. Actions which have any Layer steps used to work fine, but in CS4 they too are lost after every relaunch. I'm long since sick and tired of having to delete and re-load my master Action set every time Illustrator crashes.
Yes it still does not work in Windows AI
but MAC AI works fine.
No, it's broken for the Mac too.
Well, that is extremely disappointing news, but thanks for informing us.