This is because expansion state is saved per class, and we are displaying multiple objects of the same class at the same type.
The UniqueID we add when adding these objects via 'AddExternalObject' or 'AddExternalObjectProperty' is used for expansion of just that row, not the children rows that are automatically generated that still use the default class expansion path.
One suggested fix would work by treating the UniqueID and following properties as an 'extension' of the original owning object, so
VectorArrayDI.Array = true becomes
NiagaraSystem.UserParameters.VectorArrayDI_01.Array = true
Create an empty Niagara System
Add multiple Vector Arrays in the User Parameters tab
Collapse 1 array (not the entire user parameter)
Copy paste from one value into another in another User Parameter Array
Observe expansion state for the first collapsed array.
It is possible that arrays/properties will expand or collapse that haven't been modified (play around with this a little).
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-197224 in the post.