Also, just figured out how to replicate what I was doing. I missed a step out in my explanation I'm afraid. Stupid me!
When I duplicate the level, I delete all the objects in the layout and reposition them. The only reason I duplicate is so that I retain the names of the layers.
So when I reposition the sprites, they do not retain the object properties, I suppose. So I guess this isn't a bug... but it's pretty frustrating. If I create a wall sprite, give it the immovable physics in one layout, place it down, it remembers the behaviours applied to it, but not the settings, which means I have to remember to set them all back up as their correct settings. Fade on start set back to no, immovable set back to yes, etc. They default for some reason.https://dl.dropboxusercontent.com/u/50465867/Duplicate.capx
Just duplicate, delete, and add the sprite again.
Like I said, probs not a bug, just a bit of a pain... but the attached above video certainly has me stumped, and looks like it actually could be a bug.