Yep, I noticed it too !
I tested it on two differents machines (windows 7 64bit) and the same problem was present.
I tried some tricks, like start the "exe" in administrator mode, in case of it been a matter of rights but it failed. In fact I found out that Mameui64 correctly create a mame.ini in the "ini" folder during the first launch but if you delete or rename this "mame.ini" file, when mame is running then modify anything in "game defaut options" menu, and finaly apply...nothing happens
Anyway I've had to modify "mame.ini" to active my options, and now it works just fine.
I also find an option in this "ini" file suppose to active the write option but that doesn't work better...
God I hate don't understand ^^' !