Ok that suggests that the program may be having a hard time saving it's settings file, the question is why.
Are you using the portable version or the installer? Did you transfer your settings from one computer to another? If using the installer, did you install someplace other than the default location?
Try this first: Make a change to one of these settings (hotkey, starts with windows, whatever but something that you will remember), and then MANUALLY EXIT SC, and restart it. See if the setting you changed gets reset or not.
And see if that setting gets lost the next time your others do.