High SWR when spotting band different than operating band on KX3

[poynting]

A situation I hit this weekend: most of my SotaCAT testing has been here at home, where I have resonant antennas on 10/15/20/40. In the field, I was trying to spot myself on 14.074 FT8 while operating on 40m SSB and ran into the following situation on the KX3:

I was using a random wire with a counterpoise that would tune up <2:1 on both 40 and 20.
I ran the ATU on 14.074 to make sure the ATU was happy there.
I switched to 7.225 SSB and ran the ATU again to be ready to call CQ
I spotted myself using SotaCAT, which transmitted on 20m FT8.
When the radio flipped to 14.074 I got a high SWR (14:1), so I stopped transmission on the radio and app.
I ended up tuning on 14.074 then manually entering my 40m SSB frequency into the app.

Was I doing something wrong here?
I expected the ATU to return to the previous setting on 14.074, but it seems like it didn't?
Maybe I should have first cleared the ATU memories?