Even if you have the “paging moves to known” option disabled under the settings, this just means that when you click the complete Lesson option on the last page, all your blue words for the whole lesson will be moved to known. There is no reason to keep blue words. The idea is that you either need to learn them or they are known. (or you can ignore words).
If, however, you disable it and it gets enabled again, that means you probably cleared your browser’s cookies and reset your settings.
At the moment, we don’t have in plans to remove that feature.