This can happen when the aircraft in your default flight has a switch set to 'off'(ignition, for example), which is not present in the problem aircraft, so you can't switch it 'on'. Sometimes, if you watch the panel(s) closely during a Ctrl+E start, you can see a switch being moved, one which you have overlooked.
I have also read that it is an FSX issue affecting port-overs. In my case, I have a switch on my CH Quad programmed for Ctrl+E, so it doesn't really bother me, although I prefer being able to do a full cold and dark start.
Simple fix is to check what is switched off in the default flight, and bring things up one-by-one, re-saving the default flight each time, to see which one is the cause. Once you find out, you can save it like that.
In FS9 I used to add a switch to the problem panel to get around the problem, but I don't know if that is so easy in FSX, or where an XML guage is involved.
Hope this helps.
MikeW