As of UE4.19 you can set the default to Keep State.
What's New | Unreal Engine 5.1 Documentation (search “When Finished”)
Should be in DefaultEngine.ini (if not, try other ini files)
[/Script/LevelSequence.LevelSequence]
DefaultCompletionMode=RestoreState → KeepState
Haven’t installed 4.19 yet so I haven’t tested.