When using the history on the top bar of settings, changes made to “on exit” settings cannot be saved. If you want changes to be saved, you must navigate through the settings via \settings\privacy and security\clear browsing data\on exit.
Here the functionality works fine, so opt for this until the top bar functionality is corrected.
Hello @Anglose, thank you for bringing this to our attention. Does the Save button becomes available when you uncheck the option below ? If it becomes available when you uncheck that option and then becomes unavailable upon checking the same option, it means those are your saved preferences: