I noticed this in WB2014 as well. If I make some changes in Preferences, click OK and then immediately Export Settings, when I re-open WB the last preference changes are not as I had set them. However, the changes are saved in the export, so if I subsequently Import Settings then the changes are back.
If, however, I make the changes, close WB then re-open WB and then Export Settings then all settings are retained upon the next restart.
So it appears that it's only when WB closes itself to export the settings that any recent changes are not saved in the working config.