Cheers from Belgium !
When a scene is stopped, all DMX values are reset to zero, that's normal.
If you need to have a moving light that keeps its pan & tilt position even if the beam is off, the scene must not be stopped but put in a kind of "pending" state. That means, duplicate the scene and set all "unwanted" parameters to zero, except for the pan & tilt values that must be in OFF state (that means that the scene 2 will not change those values but let them as is). The initial scene must be set to "Protected from release" or put in another LIVE group, depending on its release mode. So, the main scene goes on running while the second scene "'trims" some parameters.
Note that, by default, all scenes in a same group exclude each other. If you need to have several scenes running together, they must be set to "Release off" or "Protected from release" or moved to another group.
Hope this helps.