You may know of some items -- bags, for example -- that don't save in chests.
They pop out when you close them. Keys often do the same thing. These no-save
items are usually there to prevent quest problems or abuse (for example,
chesting a bag with 20 eq items in it).
These items will also not save when worn/wielded over reboots. It's the same
idea. So don't be surprised when it doesn't work.