The 2465 stores front panel settings after 10 seconds of no changes to any settings. And the 10 second timer only starts when changes occur to settings that are solely tracked by the processor, such as the cursor push buttons. Changes to hard switches, such as horizontal sweep, do not trigger the timer since they can be read again on boot.
So, for example, if you turn on cursors and turn the unit off within 10 seconds, it will not remember that you had cursors on.
As tggzzz mentions, I would also recommend archiving the EAROM contents with a short video (service menu EXER 02).
As for capacitors, the 2465(plain) does not have a chronic history of issues like the A and B series. The mains caps would be good to check, but I wouldn't mess with any others if the scope is working. If you feel like double-checking, you could check the voltage and ripple of the supplies as described in the service manual. And since the scope is working, you can even use it on itself to do this check.