Do you have an example which I could check? There are two or three special settings that aren’t saved by design (completely disabling vorpX for example), apart from these settings should save fine when using the “OK & Save” button.
I have the same problem here. Not sure if it’s actually causing any problems exactly, but every time I run a game I’m at the default settings. Specifically, I’m trying to make gamepad emulation work, and that’s a setting that theoretically could be a problem if it’s not running by the time the game searches for control devices. Running VorpX as Administrator didn’t seem to change anything.