I will re-read the Machmill manual to try to understand what is going on
A lot of the wizards use absolute mode, so when you run a wizard, they changed the IJ mode to absolute, which is apparently what you're using as well. But since you had Mach3 set to incremental, it would revert back whenever you closed and restarted Mach3.
One way to make sure this never happens is to place a G90.1 at the start of your code, which will automatically put Mach3 into Absolute IJ for your code.