I dont really think you can change this behaviour. If you want the system to remember the expanded state you could create something custom. For this you will have to:
Create a helper object with a boolean for the collapsing
Use the boolean to make the content visible or not
Save the state of this object, so that when you come back it will now if it should be collapsed or not.
Hi Raja. As Maarten already mentioned, this is not possible without adding some custom stuff. The group box doesn't ‘remember’ its state (collapsed/expanded) so when you navigate away from the page the group box widget is on, it falls back to its default settings you configured in Studio (Pro).