I guess that it's related to how Explorer.exe reads and stores its settings from/to System Registry.
Explorer reads its settings from Registry when starting. Any changes you do via its own configuration panels and dialogboxes is stored in its process' local memory, not directly into the Registry. When Explorer is closed (on system shutdown for instance) it saves its settings back to Registry.
Therefore, if you update registry keys/values related to Explorer while it's "alive" and you shut down your PC normally, it will overwrite your changes on system shutdown.
However, if you kill Explorer via Task Manager, you give Explorer no chance to write back its local copy of settings, and then when it restarts it will use any settings hacked into the Registry by you.
By the way, is there any way to tell Explorer not to store any history in these TrayNotify registry values? It seems that it has been storing that useless stuff even if "Hide inactive icons" was disabled by me from the very first day I installed Windows XP...