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).