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Instead of a bug I would call it a WAD (Work As Designed). The changes has to be saved as a project, if you want to persist the changes. You could add a feature request to the QGIS development team (some help) to get the alias and metadata saved in a QGIS Layer Style File (*.qml). A side note: On of the strong things of qml-files is that if you name them ...
You need the 'GRIB_ELEMENT' metadata item.
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