The Atlas Maker tool changes the import settings of all the source textures so that it can import them at their native resolution. This is intentional and has to be this way. NGUI doesn't keep any references to the source textures after the atlas has been created, so changing their import settings back has no meaning whatsoever.
Select your round button in the atlas and examine it in the inspector. If anything, give it a 1 pixel transparent border by using the modifier button.