I notice that to display my signature in a post I have to check the “Show your signature” box. Every time. Isn’t there a setting so that this becomes the default? I can’t find such a setting in the User CP.
Nope. And that’s deliberate.
We want you to use your sig file once per page of a thread. Once we’ve seen it, we’ve seen it. 
Remembering to tick it each and every time is good mental training.