Hello dgelas, indeed, currently the A/B presets are different and independent, so it is not possible to store two presets at once. The A/B feature is designed to let you compare two different pianos, or two settings of the same piano.
If you want to be able to quickly load a different preset while playing, you could assign a MIDI event to that preset.
For this, open the Preset Manager using the bookshelf icon next to the Save button, click on the drop-down arrow of the preset you're interested in, and select Assign MIDI Event. This will let you navigate between your favourite presets more easily.