I had this happen to me before. A little trick that I did to get it to stop was:
While the preset was still in the folder and I was still ingame, I copied and pasted a copy of the preset file to my desktop. Then after closing, I copied and pasted the file from my desktop back in the presets folder. Then when opening and closing the game, it didn't remove the files as before.
Let me know if this works for you, I hope it does. ^^