Fact you can delete them, doesn't automatically means GSX can surely create them, for example if the antivirus was blocking GSX, but not you. Be sure you add the whole Addon Manager folder to the antivirus Exclusions.
If that doesn't fix it, follow the instructions how to create a diagnostic log in the Sticky thread "how to report an error", and post a log file after you did something that should have triggered a Save, like changing something and pressing Apply.