What type of power bi desktop are you test? From windows store or download from the official site? What version of power bi desktop are you worked? Please share more detailed information to help us reproduce and trouble this scenario.
Update: these options seem to turn on by default, currently you can only change these settings on the current file, they not able to overwrite the global settings of power bi desktop. I'd like to suggest you submit an idea for mange default options.
Community Support Team _ Xiaoxin If this post helps, please consider accept as solution to help other members find it more quickly.