On Sunday, May 8, 2016 at 9:26:21 PM UTC-4, wrote:
The mode switch you are describing, is it an old fashioned mechanical
Switch or are we talking about an electronic switch.

Given that it's a new transformer for lights, and also has an
auto setting, I'm betting 100% it's
an electronic switch. So when it loses power, and then power is
restored, it comes up in off mode. Kind of makes sense to me.
Though some products, eg TVs remember and if they were powered up
some will come back on when power is restored.

OP should just get a transformer with a manual switch.