MSDP is typically configured AFTER BGP. This causes MSDP to take the AS number from BGP running in the VR context and apply that as MSDP local-as number.
This problem occurs when BGP is NOT configured, because MSDP uses a 'default' local-as number of 0.
This work initially after configuration, but because 0 is the default local-as number for the MSDP entity, the configuration of the as number is not persisted. After a reboot the AS number is not restored into MSDP. Without a local-as number set, the MSDP entity will
not become established.