P19 of the user manual lists the things which are saved on a power cycle.
Do you have a damper pedal? Plug it in. Press it down, and hit a note, keep the pedal down but not the key. With the damper resonance option turned on, the note should continue (sustain) for a while even if you did not hold the key down but did hold the pedal down.
What you describe there is simply the way the damper (sustain) pedal operates on any keyboard, it is not a feature to enable, and it is not resonance. The resonance probably refers to the fact that, on a piano, striking a note sounds different with the pedal down than with the pedal up, because other strings vibrate, in addition to the ones directly associated with the key being struck... this phenomenon is actually called "sympathetic resonance" and the simulation of that characteristic is probably the feature that is being turned on and off. One might want to turn it off because it probably reduces polyphony (since the keyboard has to produce additional "notes" from the same number of key strikes).
