Most likely, one of your extensions is responsible for overriding your preference. I suggest disabling ALL nonessential or unrecognized extensions, restarting Firefox, and testing whether your setting is retained. In reviewing the list, if you don't know what it does or use it every day, disable it.

orange Firefox button (or Tools menu) > Add-ons > Extensions category

Any improvement?

If you do not keep changes after a restart then see:

• http://kb.mozillazine.org/Preferences_not_saved