author of f.lux here.
We don't currently have a way to save this setting since the combination of backlight dimming + software dimming can make your computer pretty dark during daytime (so dark you probably couldn't use your computer), so we make you dim by hand for now.
We'll think about some ways to be smarter about this and maybe restore it in the cases where it makes sense (when you're less likely to be in a bright room, for instance.)