This is an know issue for the newer versions, Intel is currently working in order to fix this issue, as soon as we have an answer we will let you know.
Some XTU users have reported that the older version are working, that they save the settings.
Thank you. Where can I find earlier versions to download?
Intel removed all the previous versions of Intel® Extreme Tuning Utility from download center. The previous versions of the tool doesn’t recognize properly the