When you configure a HA pair, you must designate a "Primary" and "Secondary" Sensor. By design, the configuration of the Primary Sensor is copied to the Secondary Sensor, overwriting the original configuration on the Secondary.
If you intend to configure both Sensors to fail-closed or fail-open, you configure the ports on the Sensor you intend to designate as the primary during the HA pair creation process.
If you intend to have one Sensor fail-closed and the other fail-open, however, you must revisit the Physical Ports page of one or both Sensors after the HA pair creation and make the appropriate changes.