i too am using tasmota for a fan that used to have a tuya board in it
the HA UI does not keep the speed either… drops back to display off after a few seconds but i can change the speed
of note the tuya addon for HA allowed to the fan to use all 6 speeds… so i need to look into the new tasmota changes for enums etc
after see this post i think i know what to do now:)