Preview does not save PDF form data
I've run into this with some forms, it's not always clear why (although in your case the DRM seems the likely culprit). The workaround for me has always been filling it out as normal, then using the print to PDF functionality (File → Print → PDF → Save as PDF). Certainly not the easiest, and it means you can't re-edit in some situations. But it's still better than dealing with Acrobat.

Alternatively, you could buy PDFPen, which is a pretty fool-proof way of dealing with any PDF form you can find.