I realize my post is a little late, but installed MameUI64 v0182 (Jan 2017) and had the same problem! No settings were being saved. I even had to 'refresh' the list of games every time I loaded MameUI otherwise it wouldn't list my ROMs as "available."
The solution was to move the entire program folder out of the "Program Files" folder. The "Program Files" folder is a special Windows (BTW, I'm running Windows 10) folder and, I'm guessing, MameUI can't write any changes because for whatever reason it does not have the right permissions.
I moved MameUI64 to a new folder arbitrarily called Apps located in c:\. For good measure I also set/reset the Windows permissions in the Apps folder (and all child folders) so that all users had full access. I also took away any read-only flags that were in the folder. Easy.