When you EQ the sub, use "setup" as the preset that you are adjusting. This will apply the EQ settings to all of the presets, giving you the flat response you want as the baseline for each preset. The System Setting options of contour (which acts as a ninth EQ channel with adjustable frequency and level) and volume will them differentiate between the presets.

When you are in the System Response screen (where the EQ's are), you have the option of manually adjusting the EQ's for each preset separately by changing which preset is being modified at the top left corner of the screen. The only reason I'd do that would be to quickly compare two different set of EQ adjustments; setting the preset to "setup" (the default) will make sure that all the work you put into getting a flat response is available to all five presets (the sixth preset being a bypass of the EQ).