To reproduce:

1. Load an inbox that has more than 5 messages.
2. Set the messages per page selector to 5 -> note that the display changes to the 1st 5 messages, with a next page link.
3. Click on the Inbox in the Folders block, or mark some of the messages as read or unread.

Result:

The inbox now displays more than 5 messages, and the messages per page selector has reset to the default of 10.

Expected result:

I would expect the per-page setting to persist, at least for the duration of the user's session, if not permanently.