A fresh installation of phpMyAdmin 4.3.8 under Debian Jessie with MySQL 5.6.23 Community Edition (manual installation), PHP 5.6.5-1 (FPM) and Apache 2.4.10-9 with configured phpMyAdmin DB storage doesn't let me save any user preferences. If I go to Settings -> Features (or any other tab) and click Apply, the JSON response is loaded as page and no setting was saved. Happens with both Chrome 40 and IE 11.
Here's a screenshot of the "page" loaded
Noticed this in the Chrome console:
"Resource interpreted as Document but transferred with MIME type application/json"
Version 4.3.8 is outdated. Did you try with 4.4.0?