When choosing the Global profile option, it's not automatically applied to other characters.
So every time I would have to click on global profile, but if I didn't also choose to load a default profile from a different character first, it will copy this new, blank profile over top and delete all of my customized settings.
using SexyMap v8.0.8
This is on a fresh WoW installation, and I just installed the addon one day ago.
This version of SexyMap is the latest available version.

You need to log on to each specific character and choose global. This is working as intended.