Mmm.. i tried to reproduce your issue here, but "no succes":
Keysnap stays turned on and works for the second selected midi item, for me. (1 midi editor set in prefs).
(Beware, i select that second midi item in Arrange view, maybe you select the 2nd midi item in a different way ?)
However, i am on mac (Reaper 5.28rc1 - 64bit).
Maybe it's a Reaper -Windows version issue...
Sorry can't help you further...
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