You can only apply them when in the bunker.
What I did to solve the same issue was:
1. Set my desired options immediately after launching game.
2. Loading my save file in the bunker.
3. Setting my desired options again.
4. Sailing out, saving when at least 50 km away from any known point of AI activity (like a port).
5. Restarting the game.
After that they never changed on me again.