Here's how I've done it using the PitchFactor (remotely from an FCB-1010):
– Select the preset, and hit the switch again to put it into BYPASS.
– Save over the preset by the two long presses on the encoder knob.
– Send the corresponding MIDI program change number, and the preset loads in BYPASS.
– Tap the left/middle footswitch on the 'Factor when I want the preset to go ACTIVE.
It appears that the PitchFactor (at least) includes the active/bypass setting in the "saved state", along with the knob positions, tempo, and expression parameters (3.5.0). The program change will also "reset" the preset back to its saved active/bypass state; once it has been changed by the footswitches on the 'Factor pedal itself.