When debugging, changes to breakpoints are only persisted for that debugging session. Once the debugger detaches the breakpoints are restored to their 'pre-debug' state.
I can appreciate this is sometimes useful, and understand why it defaults this way.
However - does anyone know if there is an option to disable this functionality (in VS2010) such that if I delete/disable/add a breakpoint during debugging the changes will persist the next time I start debugging?
You can remove the breakpoint whilst debugging by using the Breakpoint Management Window (Debug -> Windows -> Breakpoints).
From there you'll be able to remove the breakpoint in question by right clicking the relevant breakpoint and hitting 'delete'.