I always start the game by going into the lobby, as well as jumping from arena to arena any number of times and my radio bar doesn't change ever. My guess is you have a file labeled as "read only" so the game can't re-write the new settings to the file.
Fugitive, I want you to test something. Go into the lobby and see if your All, Country, Range, etc... settings are still saved.
If not, just change one to squad or something. Then go into a main arena and see if all your standard arena radio settings are how you want them.
If I go into the lobby and don't tune to squad, then nothing gets messed up.