The only other possibility that I could add to Thrawn's excellent advice is whether you have write permissions to the (permanent) Fx profile folder, including specifically prefs.js file.
For example: You are running with less than Admin privilege; you are running the browser inside a sandbox or virtual machine; or using "Steady State" or any other tool that starts the same configuration each time -- all of which are excellent safety measures to prevent malware infections, but do require some additional user action to make permanent changes.
For example: You are running with less than Admin privilege; you are running the browser inside a sandbox or virtual machine; or using "Steady State" or any other tool that starts the same configuration each time -- all of which are excellent safety measures to prevent malware infections, but do require some additional user action to make permanent changes.