Can you set Traction Control and ESC preferences with My Mode? If so, I would assume that's why you can't set it as the default on startup, since those have to be full on by law when starting the car.
Don't know about the rest of Europe, but per this article it's going against the Porsche 911, Audi TT, and Mercedes SLC in Germany:
http://jalopnik.com/the-ford-mustang-was-germanys-best-selling-sports-car-l-1770534989
Never noticed it when getting out of the car, but I shock the shit out of everything when I'm in it (apartment gate code boxes, ATMs, drive-thru employees, etc).