SOLUTION! My 2000 VS800GL was the same way. Just recently I found the solution. Pull the choke button/rod out all the way. Where this notched rod goes in, there's a round black rubber/plastic cap about 7/8" diameter x 3/8" tall. Carefully unscrew this cap, holding a piece of paper, magnetic tray or something underneath. There is an itty-bitty, teeny-tiny spring and ball bearing on top, held in place by this rubber/plastic cap. The ball is maybe 1.5-2mm diameter. The spring & ball bearing engages in the 4 notches in the button/rod that you pull out to choke the engine. Carefully using a magnetized knife or something, remove and clean these 2 small doohickeys and stretch the spring a little bit. Put it back together and WHAH-LAAAHHHHH!!! The choke button will now stay where you put it. It helps also when pulling the button for choke to twist it a little... counter-clockwise will let it go in easier and clockwise will help it to stay out because it engages the ball bearing better. When replacing the plastic/rubber cap you'll have to hold the spring down/compressed using a tiny flat screwdriver or something. AUDIT EVERY STATE -9/12/2021