In Windows 10 and especially for applications that are installed on the system partition, you have to run them as Administrator in order to save changes. For example, I like to customize apps after I install Windows and one time I forgot to run Winamp with Run as Administrator. The next time Winamp started, it had its old interface just like it was when the installation completed. I right clicked the executable file and selected Run As Administrator, then I performed the configuration and the settings were stored. You need to do the same.