Hey @kacperjakub118,
That's really strange. I've seen this happen on PC because of permissions issues, but I don't know if I've ever seen it happen on PS4.
Have you tried rebuilding the database on your PS4 to see if that helps at all? If you start up your PS4 in Safe Mode you'll see the Rebuild Database option on the menu. Please give that a try and let me know if you're still having any trouble with the settings not saving.
/Kent