I have used OpenLP for years, installing iit a number of times in both Linux and Windows. I've never encountered this problem in the install I did today. I have several distros in separate partitions on my hard drive, and I just installed KDE Neon in one of them. The OpenLP system files are in /opt on a separate partition.
Every time I run OpenLP, the first-time-wizard is run. If I make any changes to the settings, they are not saved upon exit.