The problem is, that a Java application has no access do your file sytem for security reasons.
But it has a reserved area to store some data, which is comparable to the cookie mechanism of a web brouser.
You can find the location by opining the sheet in Sytem | Programs | Java.
The switch "keep tempory files" there must be enabled, otherwise the defaults file will be removed at the end of the program
You can check if it works by changing for example some object colors in the router application before saving the defaults.
Layer or via costs for example cannot be saved because boards can have different layer counts, via sizes and layer ranges for partial vias.