A saved pose or character preset won't load morph data from the Poser files. You need to do one of

a) save your figure as a .daz scene file, which can be merged into the scene you are working on by double-clicking it in the Content palette or by using File>Merge

b) save a .daz scene file with a copy of David with all of his morphs injected, then apply a pose or character preset (this doesn't waste memory as only the morphs that are non-zero are loaded - though it may make for a tiresome list to read through if you don't have and use Parameter Organiser).
c) use some of DeltaX's free scripts to spawn a morph and make it injectable - note that you can't share such a spawned morph with others as it is made from the DAZ morphs.