This is exactly what my SG does by default. I.E. the LED of Patch 3 is blinking at startup and i only have to press it, to start where i left the SG last time.
Which firmware does your SG have? I’m still on 1.25, don’t know if they have changed this with 1.26.
Page 108 of the manual - Connect it up via USB, delete the init_patch.usg file and power cycle. (just copy the file to a computer first in case you want to go back)
“Delete the init patch file “init_patch.usg” from the instrument’s drive
and make sure to empty the trash if you are a macOS user.”
“If no init patch file is stored on the drive, the instrument will load the
last active patch upon power cycle. If no patch file is stored on the
drive, the instrument will start in manual mode”