Settings are not save.
But I suspect you man state.. Like what drives is shown and such ?
You can turn off that in explorer panel
And you can also call a save by typing ":save" in the commandline field
Or if you want different settings for multiple instance you can run portable. and there are also plan for a feature where you from command line parameter set a instance name.. and all settings for that instance is unique.. then you can have multiple with different settings