I think that's intentional as all the damage you collect in shakedown runs will be carried over to the first stage unless you repair the car and/or change tires. So it seems to be the correct behaviour imo.
After shakedown you can change to a new set off tyres before you go to a stage. Problem is you’ll have one less set for the event so you’ll have to workout if doing a 5 stage event. How long the stages are and then decide which stage you decide to change the first set. Which would be either after 2 and use next set for remaining 3 stages, or visa versa. On all stages except snow you’ll get a softer option and a harder. So obviously select the harder for 3 stage
