Answer to this problem here: Solved Screensaver issues - Windows 10 Forums
Type: Posts; User: Ventry
Answer to this problem here: Solved Screensaver issues - Windows 10 Forums
"Fast start up" is to blame for this.
If you turn it off then any screen saver settings will remain.
Instructions for turning off "Fast start up" are here:
Fast Startup - Turn On or Off in...