I would concur that he would lose the increases, because he is not a converted Saul. He is a Paul. Paul is a different character entirely (brigades, a special ability, more identifiers, etc). He even has different numbers (Saul is 11/10, Paul is 10/10).
We could have an interesting debate on Roman Jailer, since that is still the same character (I say he would keep them), but Saul/Paul is a unique case that should be ruled as Guardian pointed out from what I can see.
