Weight maps can only be saved for DAZ/Poser style figures, and perhaps only Gen4 or earlier. I don't know about the Triax figures. What this means, is that weight mapping on a custom rig or figure is saved with the figure as long as you don't detach the rig from the model. Once it is detached, if you re-attach it, you will need to weight paint it again.

It is an annoyance to be sure, but it sounds worse than it is. For instance, if I'm changing up my rig, chances are, I will need to re-weight it anyway. The easiest way to avoid having to re-weight paint the figure is to make sure the rig is correct before weight painting it.