This is similar to MBS-4193 but in this case it only forgets "Add new artist" selections. If you select an actual artist, that is remembered, so I don't know if they're caused by the same problem.
Go to http://test.musicbrainz.org/release/add
(or http://musicbrainz.org/release/add if test is still broken)
Enter a release name and artist (don't select an existing artist)
Go to the tracklist tab and enter a track name
Go the the add missing entities tab
Select "Add new artist" and click "Next"
Result: You're brought back to the add missing entities tab (because you haven't entered a sortname) but "Add new artist" is no longer selected. If you add a sortname and try to continue, it will bring you back again because this time you didn't select "Add new artist" (again).
Bug
Closed
Normal
Add missing entities does not remember "Add new artist" selections
root/release/edit/missing_entities.tt lines 60/61 seem relevant here, it looks like checked="checked" isn't getting set in the case of "Add new artist", though it is for suggested artists by lines 52-54. If I'm reading the code right, it should reuse the same form when it's redirected to itself, so this should do it.