I can recreate your problem in 12.10 if I change the setting through System Settings >> Keyboard >> Shortcuts.
This is probably related to Bug #936840 about the change in Gnome from using
<ctrl> to using
<primary>. Note that the setting in System Settings is given as
Ctrl+Super+D, so the setting is probably no longer going through correctly.
When I left the setting in System Settings alone and made the change from CompizConfig or Dconf, the change held across reboots. Note that these two programs, use
<Control><Primary><Super>d, so they apparently are able to hook the settings daemon correctly.
If you are still having trouble, try resetting System Settings to the default, rebooting, and then making the change from CompizConfig.