It's very cool that I can make changes to parameters while the game is running, and see the results live with no iteration time.
When I stop the game, those changes I make go away and I have to make them again. And that makes sense for the most part.
But sometimes I want to keep the changes. Sometimes I forget that I'm running live; sometimes I'm tweaking/tuning an object to get it just so, and then it's heartbreaking to lose the results.
Is this something simple I'm missing?
you can update values in a prefab at runtime and "apply" the changes. Those will stick even if you stop the game.
I recently discovered that you can copy/paste game objects -- so you can copy your tweaked object while the game is running, then paste it after you press stop. This will create a new copy of the object -- you can either delete the original, or use the new copy as reference for manually copying the parameters you tweaked.
Also, to avoid investing time into making tweaks while running, only to lose them later, make sure to turn on Edit > Preferences > Colors > Playmode tint, which makes it immediately obvious when you're running and when you're not.
See also AngryAnt's editor copy script, mentioned here.