Video Options Not Saving

I cannot check the solution myself, but few other users seems to have encountered the same error a while ago on reddit and on GOG. And PCGamingWiki lists it as a known bug too. According to these sources, the problem is the game launching on 144Hz refresh rate which it doesn't seem to support, so it forces the 800x600 resolution when run in 144Hz. Since you have a monitor with a 144Hz refresh rate, this might be why it's forcing the 800x600 resolution on you. And according to them, you can play the game in 1920x1080 resolution if you have selected 60Hz as the refresh rate. Unfortunately, I can't seem to find any concrete solution on how to play in 144Hz refresh rate, but evidently you can play on 1920x1080 resolution if you chose to run it in 60Hz refresh rate.

Hope this helps!