This is a side-effect of the setting being implemented by listening to the on_gui_opened event.
I get the impression you are maybe a little new to runtime scripting, so I'll leave you a few hints. :)
You'll want to listen to three different events to make sure you have all the bases covered for applying this setting:
on_init - This runs when the mod loads into the save for the first time, you'll want to apply the setting to all existing players.
on_player_created - This runs at world start or when a new player joins Multiplayer.
on_runtime_mod_setting_changed - This runs any time that any runtime setting (not just yours), either "Map" or "Per player", is changed through the Settings menu.
