Developer settings aren't restored on app startup

Developer settings are not restored on app startup like on other platforms. This can be annoying for developers since they have to setup their work flow on every startup, e.g. disabling remote debugging or enabling direct debugging.

Environment

1. npx react-native --version: 4.10.1
2. npx react-native run-windows --info:

     System:
       OS: Windows 10 10.0.18362
       CPU: (4) x64 Intel(R) Core(TM) i5-4690K CPU @ 3.50GHz
       Memory: 6.09 GB / 15.45 GB
     Binaries:
       Node: 12.18.3 - ~\scoop\apps\nodejs-lts\current\node.EXE
       Yarn: 1.22.4 - ~\scoop\apps\yarn\current\Yarn\bin\yarn.CMD
       npm: 6.14.6 - ~\source\repos\react-native-test-app\node_modules\.bin\npm.CMD
     npmPackages:
       @react-native-community/cli: ^4.5.1 => 4.10.1
       react: 16.11.0 => 16.11.0
       react-native: 0.62.2 => 0.62.2
       react-native-windows: 0.62.2 => 0.62.2
     Installed UWP SDKs:
       10.0.18362.0
   

3. reg query "HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\AppModelUnlock"

   HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\AppModelUnlock
       AllowDevelopmentWithoutDevLicense    REG_DWORD    0x1
       AllowAllTrustedApps    REG_DWORD    0x1
   

• Target Platform Version(s): 10.0.18362
• Target Device(s): Desktop
• Visual Studio Version: Community 2019
• Build Configuration: Debug

Steps To Reproduce

1. Press Ctrl+Shift+D and enable direct debugging
2. Restart the app

Observe that remote debugging has been re-enabled.

Expected Results

Developer settings should be restored on app restart.

Snack, code example, screenshot, or link to a repository:

https://github.com/microsoft/react-native-test-app/tree/tido/rn-62

1. Apply the patch below
2. Run yarn in /example
3. Run yarn start:windows in /example
4. Open another terminal and run yarn in project root
5. Open /windows/ReactTestApp.sln

diff --git a/windows/ReactTestApp/ReactInstance.cpp b/windows/ReactTestApp/ReactInstance.cpp
index 0910672..c5bf878 100644
--- a/windows/ReactTestApp/ReactInstance.cpp
+++ b/windows/ReactTestApp/ReactInstance.cpp
@@ -15,9 +15,9 @@ namespace ReactTestApp
     void ReactInstance::LoadJSBundleFrom(JSBundleSource source)
     {
         auto instanceSettings = reactNativeHost_.InstanceSettings();
-        instanceSettings.UseLiveReload(source == JSBundleSource::DevServer);
-        instanceSettings.UseWebDebugger(source == JSBundleSource::DevServer);
-        instanceSettings.UseFastRefresh(source == JSBundleSource::DevServer);
+        //instanceSettings.UseLiveReload(source == JSBundleSource::DevServer);
+        //instanceSettings.UseWebDebugger(source == JSBundleSource::DevServer);
+        //instanceSettings.UseFastRefresh(source == JSBundleSource::DevServer);

         switch (source) {
             case JSBundleSource::DevServer:

Start with windows/ReactTestApp/ReactInstance.cpp and the LoadJSBundleFrom method, then follow the issue's Windows reproduction steps from /example. Compare startup behavior with the developer settings changed through Ctrl+Shift+D; done means those settings, including direct or remote debugging choices, remain restored after restarting the app.