Hello Br!t!ShGaMeR,
The reason for adding the "send allowed and denied programs to Bullguard for analysis" is quite simple, namely it allows our users to contribute to their security, by allowing our developers to build a better list of known(trusted applications) versus unknown (potentially unwanted) applications. Other companies like Microsoft or Mozilla, have the same option in the form of "allow the application to send logs to the developers".
Whether you want to participate to this or not is, of course, entirely up to our users, which is why the option can be unchecked. The fact that the option is once again checked when you restart the computer is a reported bug and it will be fixed.
Thank you for your feedback!