Bicycle computers with nonvolatile memory
I am also searching for a computer with non-volatile memory.
According to Sigma the computers

BC 5.16
BC 7.16
BC 7.16 ATS
BC 9.16
BC 9.16 ATS
PURE 1 (according to the reply from Sigma customer service)

do not save your values after a battery change (however, you can manually set the odometer). And following Sigma computers retain data:

BC 14.16
BC 16.16
BC 14.16 STS
BC 16.16 STS
BC 23.16 STS

According to VDO M Zero loses memory after battery change.
But following VDO models have non-volatile memory:

M1.1 WR/WL
M2.1 WR/WL
M3.1 WR/WL
M4.1 WR/WL
M5
M6.1
M7 GPS

All settings must be re-entered for bike computers Prophete 0511, 0512, 0531 after the batteries have been inserted.