Desktop Windows(tested on 10 and 7)
Desktop Version : 1.0.70.390
Issue :
1 - Preferences > Playback settings : Turn Crossfade and set the same volume ON
2 - Close the desktop app
3 - Open the desktop app
4 - Playback settings are OFF
Update : According to @MattSuda comment, it seems the issue is the same on Mac.
Hey folks,
Sorry to hear! Thanks for letting us know you're also experiencing this.
This is being looked into already, at:
https://community.spotify.com/t5/Ongoing-Issues/Spotify-Doesn-t-Save-Advanced-Settings/idi-p/3769361
If you could add your comments to the main thread, we'll be able to better help everyone in the same place 🙂
Many thanks,
/M