Okay, upon playing around a bit, I figured out that, by changing the "Bracketing sequence" to "0,-.+" I was able to (at least) stop the SS from the set 1/2000sec to 1/8000sec. The reason why it changed the SS automatically earlier was because I had the Bracketing sequence set at "-,0,+." This makes a perfect sense. Since the SS of 1/2000sec is set for the "0," the camera has to shoot at higher SS to achieve the underexposure value ("-") by shooting at higher SS and ("+") by shooting at lower SS.
Feeling stupid that, after all these years shooting AEB, I never bothered to notice that the SS set is only for the "0" value and that, in order to achieve under and over exposures, the camera then has to shoot at different SS. All this time, I just assumed that the camera shoots at the same SS assigned for all three shots (for 3 bracketing) and that it achieves over and under exposure values by some other means. I hope someone confirms that my understanding is now correct.
Still, it doesn't explain why then the AEB shooting mode that I assigned to "C3" button gets erased automatically whenever I change the lens, while the "C1" and "C2" programmings aren't erased? Obviously, I don't want to have to set the "C" programming every time I change the lens. That hasn't happened before, and I don't remember touching any part of the menu.