No, you shouldn't have to do this each time. That would suggest a problem either with the specific revision or the media upon which the config is residing. If the problem recurs, I suggest you try a different revision of USB Loader GX ; easiest thing is to go into the applications settings menu (the gear icon) and do an update. That will, of course, update your revision to the most current.
If that fails to fix the problem and your config file is sitting on an SD card, I would try a different SD card-format the card as FAT32 using the Full Format option not the Quick format and that will address any media-based problem that might be causing the issue with USB Loader GX having problems writing changes to the config file. Use a high quality SD card such as a SanDisk SD card.