I happen to have a digital copy of the manual on my phone. I think you have to deliberately set the data recovery to on. Although it is clear as mud, here is the description in the manual.
7. Data Recovery of Zeroing ON/OFF(Recovery): When the data recovery of zeroing is in the statues of ON, press the zero button for the corresponding axes, the value will be cleared. Press the zero button of the corresponding axes again, the cleared value will be recovered. When this function is in the statues of Off, the value cannot be recovered if pressed the zero button for the corresponding axes. Press Set to proceed the setting.
Elsewhere it mentions that this feature allows it to survive a power failure.
2.7 Ruler Storage Function(REF): Function:In daily machining process, we often encounter such situations as power failure or machining couldn't be finished in one day. If losing the machining zero point, we have to retrieve the zero point of work piece which is troublesome. What's more serious is that there's always errors in retrieving the zero point of work piece by touching,which may cause errors to the parts machined afterwards. DRO provides ruler storage function. It stores the zero point of work piece by using the zero location of grating ruler, which enables the operator to find the zero point easily after power off without retrieving the zero point by touching. Example: Take the X axis for example: The mechanical zero location of X axis grating ruler (a fixed point on the grating ruler) work piece Grating sensor Zero point of work piece Store the distance to find ruler centre after power off, Reset the distance, then the zero point of work piece will be retrieved. Note: The ruler storage function in our DRO is the most advanced and easiest to use in the DRO market. Each time the operator uses functions which may affect the zero point such as Zeroing, finding centre and inputting coordinate under ABS coordinate, DRO will store the distance between zero point of work piece and ruler centre. So the operator only need operate under the ABS coordinate to set the origin before either switching on the DRO or machining (the work piece hasn't been clamped onto the table). Through which the DRO will record the zero location of the ruler. Then DRO will deal with other storage processes without bothering the operator.