I may not remember what I had for breakfast yesterday, but I used Poser 4 for many years and I do remember that. However I don't remember ever seeing this error, and I must have saved hundreds of scenes.

One explanation comes to mind - if you accidentally jog the animation slider, and do your posing on frame 2, say, when you reopen the scene it will show frame 1 and the figure will be back in the default pose.  Of course all you need do is scroll forward until you find the frame where the figure is posed correctly.

This is actually a useful tip which gives you a multi-level undo even in P4: just advance the frame number by one every time you're happy with what you have, but want to try something new.

It still catches me out in Poser 6 when I open a scene that has a cloth simulation in it, and everything on frame 1 is at first positions. :)