Well, if you store a scene, it should stay there until it gets overwritten or deleted, even if the mixer gets powered off. Most of the time even during a firmware update.
But, just saving scenes is a little dangerous, because it is really easy to just load another show (like the ones that are built into the firmware) and poof! everything gets overwritten. So yes, you should save a show, at least every so often as a backup, even if you always use the mixer the same way and would not otherwise need to do so.
And, I would suggest that you save a copy every now and then to an external USB drive. That way even if hardware fails and you can’t use its internal storage, then you can load from the USB drive to a new/borrowed/rented dLive mixer and still have your whole setup.