Settings are stored only conditionally.
If I set my game under "Settings" which will not be saved when reopening the game.
And I'm not automatically logged in to Microsoft. I have to go to "register for free" (xBox Live advertising window on startup).

Exception: I change my skin after setting my game under "Settings". Then after reopening my settings are saved. Also, I will be logged in automatically when you start at Microsoft.

Furthermore, the skin can only be changed after several reopening of Minecraft. Before that when uploading the skin in Minecraft, the selection of Steve and Alex Black and in the skin selection window also. After going out of the selection window, the skin is not changed.

(Translated with Google translator)