Basically what others have said, when you change a setting or go through the whole "select a region/read through the EULA" those changes are noted in game and applied immediately to your playthorugh, but the changes are not saved to the "usersetting" file until you exit the game.
Any other program (like an anti virus) or file setting (like the file or the folder that the file is in for some reason being set to "read-only") can prevent the settings from being written to that file on exit.