I've noticed that my game configurations (Graphics, Scenery, Aircraft, Weather, and Traffic) seem to change themselves randomly. It doesn't happen very often, but every once in a while I have to go in and reset them.
Your not alone.
Going through 5 windows setting each separately then trying to save it seems that some of the settings set back to default.
Very poor system.
In FS9 there was a cure but in FSX nothing yet.