Mail will not stay checked in iCloud Preferences

I had this same problem in Lion and hoped it would get resolved in Mountain Lion.

It did not.

If I go to my iCloud Preferences, Mail is not checked (even though Mail seems to work fine and seems to interact properly with iCloud).

I check it and close the iCloud Preference Panel.

The next time I open the iCloud Preference Panel Mail is not checked.

Should I be worried about this?