Same here, the documented feature, one of the NEW BIG DEALS in Big Sur, doesn't work. Mine do not stay in place. Not only that, I dragged onto the bar an icon for monitor brightness and it disappears on reboot. This just shows a lack of TESTING before pushing out new versions.
Expect these items to be fixed after 1. we are lectured on how to do these things (which we knowhow to do), and 2. that we were doing it incorrectly (which is crap), and magically maybe in the next version it will work - but alas, something else will be broken. Software design and testing in the world after the "internet update" is shoddy. Why test it in house when you can push electrons for free nightly and have your customers do your testing. Before the internet, floppies and CD's were too expensive to push out weekly and so testing was done properly and thoroughly.