How important is the "save game" note

I was watching a tutorial on youtube on how to set up a way to change the video settings for the game, but I have one question. How important is this in changing the video settings?

Would the video settings that was set, change back to what it was to every level you loaded into? Or would the video settings change back every game session? Exiting the game then coming back to it?

If you have no save system for graphics settings then you will have to set them every session. With a save system you set your settings once, save them, and then load them as the main menu level begins. The settings will be the same throughout different levels.