Currently bhyve's NVMe controller cannot save feature values cross reboot.
It should return a FEATURE_NOT_SAVEABLE error when the command specifies a save flag.
Quote from NVMe specification, page 205:
https://nvmexpress.org/wp-content/uploads/NVM-Express-1_4-2019.06.10-Ratified.pdf
If the Feature Identifier specified in the Set Features command is not saveable by the controller and the controller receives a Set Features command with the Save bit set to one, then the command shall be aborted with a status of Feature Identifier Not Saveable.