This is not limited to directive weapons at all. Under Medic for my first loadout, it always changes to a Pulsar every time I log into the game. I want the Terminus for the first loadout, and even tried renaming the loadout to get it to re-save properly. Nope. Always changes to a Pulsar for the main weapon every time I log in.
I just started a new thread pointing to this! I looked to see if this was already mentioned but failed to see this thread. YES, my second slot Engineer's Eidolon gets swapped to a Thanatos every log out and continent swap.