MS has made some changes to allow users to save Outlook Options in the cloud, which cause Outlook option to randomly change and not save.
So users will see below after update or nothing just the option above selected by default
This is causing options like below to become unselected, causing send message not to appear in the Sent Items and other random issues
Or this where message sit in the Outbox not sending until you hit send and receive or exit Outlook
Even with Outlook open these options will change, but mostly when you close and open Outlook.
This setting will also overwrite the registry setting for Outlook, so changing the registry will not help set set options.
I suggest if you are seeing issue with Outlook Options not saving you disable the above.
Come on MS this has wastes my time trying to figure this out and why would you role this out by default without notice?
Hope this helps someone else and saves them some time.
Many thanks for your post, @samble! I tried other solutions like reinstalling outlook but on updating software the failure installed himself again. Did not recognize this checkbox until now 
In my case my mails did not set to "read" automatically after reading a new mail. The option for this feature unsets the checkboxes after restarting outlook every time.