I vaguely remember one of the Devs mentioning that BG map settings were saved on a per map basis, just an fyi on that one if you didn't know it
But onto the full Carb map saving settings.. Are you on Win7? If you are, there may be a permission problem for whatever reason. You can try right clicking on the WoW shortcut, and choosing to run as admin. Log into the game, choose a toon, make a setting change, log out then back in. Does the setting stay now?