Changes to key bindings are not retained between sessions.
 

Steps to reproduce:
 

1. From the opening menu screen, click Options -> Controls.
2. Change the Attack Cursor key to B.
3. Exit menu.
4. Quit Pillars of Eternity, then relaunch.
5. From the opening menu screen, click Options -> Controls.
6. Observe that the Attack Cursor key is now A.

Expected behaviour:

 

The Attack Cursor key listed should still be B.
 

Comments:
 

Changing the key bindings from within the game instead of the initial menu screen has the same effect. Loading a saved game also returns to the default key bindings.

When given the option on first changing game settings, I selected the “save changes without prompting” checkbox and have not been asked to confirm any changes since. I have not been able to find an option to reverse this choice, so the actual bug may be a failure to save changes when the confirmation step is disabled. However, changes I make to Auto-Pause settings appear to be retained correctly.

It's not due to the 'save without prompting' checkbox': I said no to that, so get a prompt to apply the changes every time, and keybindings are still reset when relaunching the game.

Noticing the same issues.

I tried rebinding all the movement (arrow) controls to WASD, in addition to a few changes. Restarting the game indeed resets the keybindings entirely.