It does inherit options set on load:

(from `lib/static.js`)
```
var load = exports.load = function(content, options) {
// ...
  // store options
  initialize._options = options;
//...
}
```

```
var html = exports.html = function(dom) {
// ...
  // sometimes $.html() used without preloading html
  // so fallback non existing options to the default ones
  var options = _.defaults(this._options || {}, Cheerio.prototype.options);
// ...
}
```

It was part of this PR.