Pressing the stop button does reset sounds to their default positions. Basically, the controller adjustments you've done need to be recorded at the beginning of the sequence. This can be done several ways.

The easiest way is to add a little longer countoff to recording and make adjustments there. During the countoff, any MIDI information received is actually recorded at bar 1, beat 1. To avoid sending a whole bunch of slider information (think if you slowly move the fader from 0 position to maximum 127 position, you'll send 127 controller messages which can bog down your sequence), you can press the MIDI controller button (on the K2600 only) and use the soft button SEND to send the position of the controllers. Any controllers which do not get sent by this action will have to be adjusted slightly to cause it to send the data to the sequence.

An advanced, but more precise method is to use the MIDI scope (Master - Utility - MIDI) to monitor what controller information is getting the sound you want, then write down the controller number and value and in the sequence go to the event editor and insert a cc# into the sequence. This way, there is no extra information in your sequence, and it is an instant change at the exact location you desire.