New database not using the model configuration
I finally found the answer in Understanding SQL Express behavior: Idle time resource usage, AUTO_CLOSE and User Instances by Mike Wachal of the Microsoft SQL Express team:


  Supporting ClickOnce is something we wanted to do with SQL Express, so we modified the behavior of the CREATE DATABASE functionality in SQL Express in order to set AUTO_CLOSE to True for all databases.


So I guess I'll have to put a trigger in place to change auto close back to False when a new database is created.