Either:
1: You are saving it inside of an app that is being controlled by a Deployment Server and the local directory inside of that app on the DS has a savedsearches.conf. If so the DS will continuously overwrite your changes.
2: You are in a Search Head Cluster and the admin of the Deployer is pushing out apps and overwriting your stuff. This latter possibility is the less likely one because it means a human is doing this over and over, which is unlikely.
