Please tell us how you are assigning the Arturia VSTi. And do any other VSTi's save properly?
I don't have that VSTi, but here is what I do.
I have my default synth set the Coyote Forte. That allows for quick and easy listening to MIDI tracks by using the GM synth. Once I have my MIDI tracks in place, I then reassign different synths as needed. I make sure all channel assignments are correct.
I then just right click on the track name and select "Specific VSTi/DXi synth for MIDI track" and select the one I want. For my test case (since I don't have Arturia), I selected Kontakt 5, and then selected one of the piano libraries in Kontakt 5.
I played my song (track 1 was piano using Kontakt and track 2 was Bass using the default Coyote Forte).
Once I was satisfied, I saved the file, exited RealBand, restarted RealBand, then opened the saved file. Everything was as I left it. The piano track played using the Piano Instrument I had previously selected in Kontakt and the Bass track used the default Coyote Forte synth.
This is all using RealBand 2017 Build 7.
One thing I would check is to make sure your RealBand 2015 has the latest patch info (which for RealBand 2015 would be
Patch Update Build 8.
I would definitely test with a number of VSTi's, but mine definitely saves the selection with the file.
The only other thing I can think of is, are you saving the file as a ".SEQ" file, or as a MIDI file. If as a MIDI file, you will lose all your RealBand settings when you re-load it, as MIDI files don't contain any instrument settings (just the channel and the general MIDI instrument selected for that channel).