For me, such feature was so obvious, that it can't be even more obvious. I was rather to think, that I'm going to get quick answer here, that it has already be implemented and I'm just missing some configuration stuff to enable it. I mean, how does GitHub survived that long, without this feature?
Since, there was no answer here, I reported this to GitHub. Turns out, I was wrong -- it isn't that obvious to others, as I supposed. I have just received confirmation:
Thanks for your feedback! We're always working to improve GitHub and we consider every suggestion we receive. I've added your idea about saving your inline editor settings to our internal Feature Request List™.
We don't comment publicly about if or when we may implement a particular feature until it has shipped, however your feedback has definitely been recorded.
That's all about official GitHub's statement / reply. I hope other finds this feature worth implementing (five voteups during only one day seems to confirm, that others want that too). So, let us hope, that this will survive on GitHub's Feature Request List™ and will be implemented soon.
Edit (after fourteen months since answering): There isn't much change on this matter. Non-default settings, made by user to inline editor, are still not saved. The only difference is, that they've changed default settings a little bit, so now, it is:
Saving user settings in editor is an obvious and simple to implement thing. Not having it implemented for past fourteen months should rather suggest, that this feature won't be implemented at all. Pity...