I am running Windows 10 Pro (1909.18363.535) and using Adobe Bridge CC 2020 (10.0.1.126).
I too was having a problem with my settings not saving, and though I tried both proposed suggestions (creating folder within user profile) I found that I was able to solve it with a quicker solution, just lauch the application once with "run as administrator". Even though I am the only profile on my machine with UAC turned off, things still need admin elevated permissions if you are not using the built in Administrator account. (yes, even if your user is in the local admins group, Administrator is still top dog, like root user.)
As soon as I did this and created the settings i wanted (mainly my preferred import to directory), I was able to auto play the application with my next media card insert and not have any problems.
Path to exe, C:\Program Files\Adobe\Adobe Bridge 2020\photodownloader\Photodownloader.exe
Good luck, Happy New Year!
-dave