When you change your profile and logoff, none of the changes are saved? There are no errors generated?
NOTE: If you add the user to the local Administrators group, the changes are saved.
One possible cause is that the user is NOT a member of the workstations local Users group.
If the user is NOT a member of any local group, they are considered to be a Guest. Guest profiles are deleted at logoff.
Add the users account to the local Users group:
1. Open a CMD prompt.
2. Type net localgroup Users "DomainName\UserName" /add