It happens to me too for example I have a scene I delete everything but lets say object A or Character B save it as its own scene. I open another saved scene and when I merge said character B or object A to the scecond scene all the materials Reality settings are wiped out. In my shuttle scenes if I made it invisible to make my posing my character easier, all the Reality settings were all wiped out when I made it visible again but with some other stuff everything merges without a problem....