Just a minor correction. The radiators stay open just fine. It's just that in the He111 (and in the 109) the bars in the engine info window don't show you how open the rads are, they only show you if you are applying changes to the rad controls.
That's why they move fully up/down when you press the open/close keys but "jump" back to the middle when you release it. You can verify this if you go to external view and look at the radiators. The 109 has "pole-flag indicators rising out of the wings that signify the rad position, i'm not sure about the 111 thought.
Other than that, great job for helping people get to grips with CEM