While Cristiano Ronaldo, Mario Balotelli, Nani, Gonzalo Higuain, Robinho have the one club player traits, which means that in Career Mode, they don't leave their club. John Terry, Lampard, Gerrard, Carragher, Giggs, Scholes, Xavi, Puyol, Iniesta, Iker Casillas lose these traits once you open Creation Master 12 and save it once. In General, some players lose the traits High Club Identification or the One Club player Trait. Well, if you use CM, yes you need to untick them. Because I don't use it, but have tried once. There's a manual so it's all up to you know to use it.
If you don't use CM, which is in your case I think because you only put them on sceneassets folder, all you need to do is download Revolution mod and put assignplayer then ID or something.
