I consider the current situation as a major annoyance to users (risk of loosing settings) so a minor bug

@Pierre: I suppose that XnView makes a test write to the folder where the ini shall go (according to ini setting after startup and also after user changed the options (F12)). If test write sucseeds, proceed. If test write fails (i.e. on Win7 in xnView folder C:\Program Files (x86)\XnView and windows folder C:\Users\MYUSERNAME\AppData\Local\VirtualStore\Windows\xnview.ini) prompt the user that the current setting will make him loose the settings, offer the working possibilities (ini in user folder C:\Users\MYUSERNAME\AppData\Roaming\XnView or registry, maybe additionally offer to backup current settings as a file on desktop).
Side note: By the installer, *.JPG is not taken for XnView (remains Windows image viewer), just the other JPEG-filename-extensions. It can be assigned to XnView manually without hassle.
Kind regards, Georg