If you pull out a memory card or battery with the power on you will loose you're settings and the camera resets to its default mode!
This means settings like shooting in RAW + Fine jpeg default to just Jpeg Fine and Data Storage changes to one card as opposed to two
and any items you have added to My Menu get scrubbed
You will only do it a few times until you remember
Hopefully @Fujifilm will be able to fix this with a firmware update
This does'nt appear to do it all the time? I suggest making a list of the important settings