Slope Arrow has the ability to add the just created Featureline to a surface. The option comes after the featureline is created. 

The dialog that comes up as the options Yes, Yes to All, No and No to all. Yes and No means to add or not to add the just created Featureline to the selected surface. The command then continues and asks the same question again after the next featureline is created. 

Yes to All and No to All means that the answer is stored for the next featureline, but only while the command is still active. If the command is ended or canceled and then re-started, then the question comes up again. 

If you want to permanently remove the question, you can do that with Surface On/Off which then uses the last used option in Slope Arrow and uses that continously until you set Surface On again.