This cannot be reproduced under normal working conditions on any supported platform. This is a machine-specific issue, unless you can provide a repeatable set of steps to reproduce the same problem consistently.
This is very reproducible on my Mac Mini and has persisted over the last few PI updates since I discovered it. Here are the steps that reproduces it every time:
1. Start PI.
2. Open the preferenes process.
3. Change desired settings. (it doesn't matter what or how many)
4. Click on Apply Global.
5. Close Preferences process.
6. Exit PI.
7. Start PI.
8. Open the Preferences process.
9. Look to see if the new setting have been retained. (they haven't been)
Is there a folder on my computer that the new preferences are supposed to be saved to? If so, I can look to see if the timestamp is being updated after saving the preferences.
This problem cannot be reproduced. Preferences settings are always saved on all supported platforms. In the sequence of steps you have posted, step 9 always reflects the changes to preferences made in step 3. This happens all the time, on all of our working and testing machines, on all platforms.
This is a machine-specific issue that has not been reported by other users. Check if you have some virus protection or file management utility running on your machine, which could be blocking changes made to PixInsight's configuration file. As Rob has pointed out, the file is "~/Library/PixInsight/PixInsight.plist" on macOS.