When you select "Dexpot start" as the trigger event, the command is no longer desktop-specific. It is executed on whatever desktop is configured as the start desktop. That's why it's moved to "all desktops". (Yes, we know that the start-up user interface is a mess.)

If you want to have the start-up on a specific desktop, use "first entry".

Well, I've found added command on all-desktop panel. And the following line in the saved profile:

Autostart 1="C:\Program Files\PuTTY\putty.exe"|0|5|-1|0

Questions: Why added command was bound to all desktops?

Looks like it's impossible yet to use it because after adding some commands they disappeared at once on the selected desktop