Yeah, I think they remain with changed tolerance mode, but I'm home now and have no way to verify this 
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And yes, I've been through this couple of times, but from different angle: I work for Polish VAR and among other things I do trainings for our customers - the issue with tolerance limits came up alwys with drawing module and showing how to set up tolerances in ProE . They were always in limits mode after enabling tolerance display so that got me to work thorugh this and see what's the reason.