This happened to me after installing certain plugins. Maybe try to disable your plugins and see if it still happens?
Apart from that, VS itself did not cause any trouble in this aspect for me. Of course, you have to exit VS in the intended way and let it have enough time to save it's settings. Crashing or killing VS in some way naturally prevent this, but I'm sure you knew that already.
Are the symptoms always visible, or is it rather randomly?
Update
Are only window settings affected, and other settings can still be changed without problem?
Are you sure you still have write access where needed?
Does it work if you switch over to a different user account (with admin privileges)?