That is normal in my experience.  If you want to place a figure in a scene and not worry about applying a pose and having the figure's hip return to the coordinates saved in the pz2 file, then either a) translate the Body actor when setting up or b) edit the pz2(s) to remove the hip translation params.  What body part is selected doesn't affect anything as far as I remember, Hip translations are always saved into the pose file no matter what you do, if the Hip is included in the bodyparts selected to be saved.

My Freebies