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As you figured out already, the output voltage can be changed via I2C interface. This voltage setting is kept as long as the device is powered properly. Whether the device is enabled or disabled does not change anything.
If the supply is removed all register settings are cleared and the device will start with the default output voltage selected at VSEL, if no other voltage has been programmed before enabling. (see datasheet sections 9.3.3, 9.3.4 and 9.3.6)