It is a bug, and it has been in VFP for a while. I reported this a couple of years ago but it never got fixed.

Steps to reproduce:
1) Modify a report
2) Enable the "Report Controls Toolbar"
3) Close the report
4) Modify the report again
5) The toolbar is visible
6) Repeat step 3 through 5 and it always works
7) Close the report
8) run the report in preview (REPORT FORM ... PREVIEW)
9) Close the preview
10) Modify the report again
11) Toolbar is gone !!!
12) Enable the "Report Controls Toolbar"
13) Close the report
14) Modify the report again
15) The toolbar is visible
16) Repeat step 13 through 15 and it always works
17) Close the report
18) Issue a SET RESOURCE OFF
19) run the report in preview (REPORT FORM ... PREVIEW)
20) Close the preview
21) Issue a SET RESOURCE ON
22) Modify the report again
23) Toolbar is there !!!

Summary, if you preview a report, the visibility settings for the report designer toolbars are lost.