That's unfortunate, and does not happen to me. Do you ever crash? Try making the changes, and then immediately closing SolidWorks.
The customizations are stored in the computer registry. Sounds to me like your IT people have your system locked down to not allow the registry updates, so any customization is lost. Check with IT to see what security settings they have on your system and see if the can loosen them up a bit.
Are other toolbars losing their customization?
Do you have any add-ins enabled?
Have you tried restting the registry or running a repair?
Welcome to SW forums Jamie
Open up a file, set the heads-up view toolbar as required, save your file and then restart SolidWorks. Check if this fix the issue?