When not installed gnome-base/gconf show this warning: Glib-GIO-Message: Using the 'memory' GSettings backend. Your settings will not be saved or shared.. and The save button is not activated. Reproducible: Always
Do you have dconf installed? It should be preferred over gconf and before "memory" backend if present
I also get this message with neither gconf nor dconf installed
Despite the warning, Remmina does save preferences without dconf or gconf. To enable the "Save" button when adding a new connection, you just need to change the name of the connection from the default "Quick Connect".