I never use cheat codes to beat any computer game, but at times I check them outside my game to do some debugging, check out easter eggs, do experimenting (how many bullets of each weapon does it take to kill a bullsquid) or similar...

So in HoMM4 I want to do that. I open a map, enter the reveal whole map cheat, check what I want to check, close it, and naively think that that's that.
Turns out that entering that cheat reveals all maps from now onwards in all levels, even in campaigns. And stupid me was just starting a new campaign map, saw that it was all revealed but thought that it's a feature of this particular map. I only noticed something is wrong when I was well through it, and loaded a previous level to check something and to my surprise saw that it was revealed too. Closed the whole program, ran it again, and still everything was revealed. Only after some time did I remember the cheat code and realized that's what caused it.

Grrr... I deactivated the cheat, but had to replay my whole campaign level, so that I could say I beat it honestly without cheat codes.

What were the developers thinking??? I've come across cheat codes being persistent when you load/start a new game, but this is the first time I see it being persistent even after restarting the whole program!

Very annoying.

It's Because cheating is cheating, and cheater always even if he turns cheat off after some time still is a cheater.

I agree with you that persistent cheats are a bad idea, especially if it does not actively remind you that the cheats are still enabled. However, I can see a way that it is effectively accidental. The game has regular options that everyone expects it to save: music volume, screen resolution, etc. It needs some way to save those options to disk and load them back, otherwise people would complain. Older games are bad about just copying the options as a large blob to disk, then copying that disk blob back into memory, rather than save and restore individual options. As long as the blob layout is consistent across versions, this works correctly from the user's perspective. If the programmers were sloppy, they might have stored the cheat state in the same container that they use for regular options, causing cheats to persist along with everything else.

That's actually true. I suppose it could have been just an oversight that way.