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Well, I don't know what I should say about the text above...

Back to topic: Since a few days I have the same problem that the UnrealEd-2.0-MRU is not stored (Win10) - in my memory I have changed nothing, it happend from one day to the other. I inspected UnrealEd with the Process Explorer: there are read operations but there is no attempt to WRITE to UnrealEd.ini.

I have finally fixed this by removing any trace of UT and reinstalling it from scratch. It's been a real pain in the neck but at least it did right everything wrong.
For the record, I did use Process Explorer too and there were writing attemps in UnrealEd.ini and they seemed successful. For some reason however, they actually weren't.