pfSense » pfSense Packages

there is a setting in the package to not retain settings during package reinstall (which includes package upgrades), I'm guessing you must have that set?

As an added note on this, on one of my systems at least, the option defaulted to not save and cleared the config on upgrade. I have since made certain that it was set to retain the config before each upgrade. Also, it's a good idea to upgrade the package before upgrading the base if you are running an older version. I've had some oddities otherwise.