Unfortunately, you're not doing anything wrong, it just seems to be a fault with the programming software.
I have tried all versions of the GM software and have never yet been able to successfully save a file to disc
and reload the parameters with any of them!
This includes the early MPII/MPIII software on XP and windows 7 right up to the latest MP5. It doesn't work with the USB cable on the PC or with bluetooth on Android.
Perhaps it works fine on Chinese PCs using Mandarin instead of English?
I tend to save a screenshot of all the parameters before making any adjustments so I have a record of what they were, just in case I need to return to the previous settings.
Alan