Huh...it does? /goes checking google/ That's...it looks like you're not alone out there. There's some tips out there about manipulating the registry to make numlock be turned on after you boot, but nothing about making Windows just *remember* the bloody setting

For instance:
https://www.reddit.com/r/Windows10/comments/3gjcxd/numlock_disabled_after_booting_up_windows_10/Disclaimer: I haven't tried that one yet, since I'm still on Windows 8.

Michael