After deploying a VDB to a managed server group, set the Connection type to anything but the default of By_Version, so None or Any. Now restart the server and you'll see the Connection type is reset to the default.

What I see is that when the change is made a vdb.xml with that new connection-type is written to the /DVserverhome/domain/servers/server-two/data/teiid-data/SampleVDB_1 folder, this folder is deleted upon a restart though so the change is not kept.

This only happens in Domain mode, running in Standalone mode saves the change because the teiid-data is not deleted on a restart.