Here is the solution.
Backup these RegKeys.
1:[HKEY_CURRENT_USER\Software\Microsoft\Windows\ShellNoRoam\BagMRU]
2:[HKEY_CURRENT_USER\Software\Microsoft\Windows\ShellNoRoam\Bags]
After that you must delete them.
Restart windows to take effect.
Now you can change each folder and the setting will stay.
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