Ok, so, I just needed to RTFM... I guess you need to save the light level manually. "Fn + S". Whew, I was worried for a moment..
It's pretty nice, though I don't have extensive experience with mechanical keyboards.
One thing I have noticed is that the cherry stabilizers feel much more like costar stabilizers than my Deck keyboard did. What I mean is the action is really easy. Not mushy or stiff at all. Before this keyboard I was using a Max Keyboard Nighthawk with costar stabilizers and I was worried going to the Ducky due to my negative experience on my previous Deck keyboard. I am not sure if Ducky has tweaked the design or used better lube or what but the action on the spacebar and the longer keys is much easier than my Deck keyboard was with Cherry stabilizers. The space bar doesn't stick at all. My Deck did have Cherry black switches (and a gray one for the space bar) which may have been part of it but those longer keys still felt really stiff and sort of uneven.
One negative to me is that the keys with the toggle switches, like Caps, NumLk, Scroll Lock, etc... do not adjust light levels. They are either on (about the highest brightness) or off. Would have been nice to have those lights adjust with the rest. Minor issue but I thought I would point it out.
The keys are real smooth, almost glossy. They aren't glossy when you look at them really but they feel kind of glossy. I also have a Max keyboard nighthawk and those keys are more matte than these. Again, I don't have much experience with various keys and these seem as good as any I have used.
I got the Blue LED and Cherry Red switches and they feel like other Cherry reds
The space bar also has a red switch if anyone is curious.
I haven't tested scientifically but the n-key rollover over USB seems to work perfectly.
The keyboard came with replacement wasd keys which are still ABS but they are dark gray rather than black. It also came with a plastic key puller that is shaped like the Ducky logo.
All in all I am pleased with my first Ducky.
I will post pictures later tonight when the family goes to bed.