Did you change anything on that padstack and ran a Forward Annotate with at least "Update local Libraries with newer Central Library data" ?
That could explain it.
I do not understand why the checkmark disappears after saving the cell and opening it again, as if I did not set up it
Changing a padstack in the library may affect the padstack settings, after a Forward Annotate.
I understand that, but the via under pad setting did't not save in a cell in the Central library
The setting is always reset
for example, I want to place on the Board a component which is already allowed to place via under pad in the cell. But I can't do it because this setting is not saved with the cell in the Central library.