I just updated. Immediately upon updating and relaunching the software, my newest profile was all messed up. So, I'm not sure if the new update fixes the issue. However, I did this and it worked for me after the last changes I made, and my settings have persisted between re-launches and reboots. I don't know if I got lucky or there's a workaround somewhere in this process:
1) Make changes
2) Select a different device/profile
3) Go to Settings > Restart Service
4) (just because I'm just tired of re-doing the same thing, unsure if it played a factor) Export profile
5) Quit iCUE (via system tray > quit, not just closing the window)
6) Restart iCUE