@fiery, I'm sure this is not what is happening to you, but my late father in law used to call me for tech support. He had a problem where one of his applications kept "losing" his information and looked like it was a new install. I went over to see for myself, and sure enough, he was running the installer, not the app, each time. This software installed, then automatically ran the application, so he though the installer WAS the application. He had ten installations of the same app on his PC, each one having his settings correctly maintained as he had entered them in. I ended up taking the installers (on CDROMs) away from him so that he could not do it again. He called me later and said he needed the CD's back because he wanted to run the application and I had to talk him through finding where the application really was on his machine. He didn't believe it was the "right" way to run it as he had always run it from the CD.
I downloaded Thunderbird, dragged it into the app folder, it installed, I dragged it from applications into the dock.
I opened it from the dock, set up my settings and used it as I normally would. I quit Thunderbird. I opened it up from the dock at a later time and none of my settings held.
Update: for some reason it held today. Maybe it needed a reboot?