FWIW, you can change this setting using the Preferences dialog in Geany, it's under the Various tab, in the `files.*` items.
As to the actual bug, that shouldn't happen unless you had a Geany instance open when you edited the config file in another editor, then it would clobber your changes once that instance closed.
What OS/distro version, version of GTK/GLib (shown in Help->Debug Messages), and Geany version are you using?