Have you seen this general article: How to fix preferences that won't save?

Also, this might be a glitch with using automatic private browsing mode. Some settings changes might not be saved in that mode.

If all else fails, do you want to try a manual hack?

Open your current Firefox settings (AKA Firefox profile) folder using either

• "3-bar" menu button > "?" button > Troubleshooting Information
• (menu bar) Help > Troubleshooting Information
• type or paste about:support in the address bar and press Enter

In the first table on the page, click the "Show Folder" button. This should launch a new window (Windows Explorer window) showing your current settings files.

Leaving that window open, switch back to Firefox and Exit, either:

• "3-bar" menu button > "power" button
• (menu bar) File > Exit

Pause while Firefox finishes its cleanup, then open prefs.js in a text editor by right-clicking it and choosing Edit or Open With. (Double-clicking leads to Windows attempting to execute it, so I do not recommend that.)

Paste this at the end of the file on its own line:

user_pref("browser.urlbar.autocomplete.enabled", false);

Then save the file and close your editor.

Start Firefox back up again. Did the manual change work?

There is software like Advanced SystemCare with its Surfing Protection feature that can protect files in the Firefox profile folder against changes. If you have such software then check the settings or uninstall this software.