How do I get the menu block choice "Expand all menu items" to stay checked I have 2x menu blocks. One in the header and one in the footer. I'd like the header one to stay unexpanded, but expand all the items in the footer. 

When I check "Expand all menu items" in the footer, save the result and come back to the block settings it is unchecked when I review.

8.7.6
That is not the default behavior. I suppose you have installed Menu Block module.

In that case the "expand all" option from Drupal Core does not seem to work, you will need to use the "expand all" option from the Menu Block module. You can find this at "Advanced options" in the block configuration.