When I press Create Game and leave the server on Automatic and press Create Game I hear a tick sound after a server has been found. When I click Create Game again I see which server was allocated to me. When I change my mind from that point and select Practice and then Create Game again, it will keep coming with that selected server instead of starting a new Practice game.
Did you click create server again while the game was still being made/loaded? I checked it again after I quite the lobby, and it stayed on 'automatic' for me. When i selected practise it stayed on practise too, until I exited the client.
Are you using any modifications? If so remove them and try again.
I can't reproduce it, when I changed to practise it made a game on a practise server, and remembered that setting till the client was exited. If you can figure out how to reproduce it, post again.