Yes, Project files do save cable speed settings as long as you save the project prior to selecting Output -> Disconnect All Cables.
To save cable speed settings:
1. Open iMPACT, create a project, and choose "Configure devices using Boundary-Scan (JTAG)".
2. Go to Output -> Cable Setup and choose 1.5 MHz.
3. Assign a .bit file to the FPGA and program.
4. Select File -> Exit and save the project.
5. Re-open iMPACT and load the most recent project.
6. Right-click on the FPGA and press program.
7. In the iMPACT log file, the cable speed shows up as 1.5 MHz.
This also works in batch mode.