I agree that user doesn't have to open a project to be able to use debugging and settings are better be saved between geany startups.
What I wanted was to have debug settings loaded at the same time I open files I worked with last time. And I kept in mind that there can be several sessions/projects that a user would like to save debug settings for.
I also decided to use project file because there is no API to store plugin data in a session, but now I realize that I can store debug settings for a session in plugins own config, where all other plugin level stuff reside and if a user works with a project - store debug settings in a project, therefore supporting both project and session modes.
I believe it's the right way.
Regards, Alexander