I think that there is an issue in the change_mac function of config.menu. The code to set the persistency for the new mac address is certainly there... but never run:
macchanger -m $1 eth1 &> /dev/null && { [[ $# > 1 ]] && { uci set network.wan.macaddr="$1" uci commit network
In the meantime, a quick workaround would be to manually set the mac address to spoof like this:
uci set network.wan.macaddr="XX:XX:XX:XX:XX:XX"
uci commit network
Now it will keep that setting for subsequent reboots.