Yes it does... even if I stop Hazel before closing the system preferences.
I turned Hazel off > turned the Debug mode off > restarted the mac > opened Hazel and the Debug mode is checked...
strange. I tried it a few times today...
I am running 10.14.2 Mojave.
[Edit: If I go back in the system preferences and leave it open, go to screensaver or anything else and then back to Hazel, the Debug Mode stays off. But again, when I close the system preference window and reopen it, the Debug Mode is On again]
"Behind all the inhuman aspects of automation (...) its real possibilities appear: the genesis of a technological world in which man can finally withdraw from (...) the apparatus of his labor – in order to experiment freely with it." /Marcuse