Unable to save changes under Options/Settings in Power BI Desktop

Hello, I had the same error and what helped me was to enter option by option until in my case I saw that in Save and recover there was an error message when I wanted to save the autosave file and that's why it didn't allow me to make any changes until I solved that error.

I recommend that you click on all the options until you see if there is an error in any of them and correct them so that it allows you to click OK when you want to make other changes