That is not an issue with Windows 10. That is just the bad software. It is not ment to save to BIOS. The settings are just not saved at all and are "forgotten" after a reboot. I have the same board and wanted to controll my fans with it. After many boot cycles I googled and could just not believe it: The software is there to only test the settings and then do the real settings in the BIOS
I deinstalled it and switched back to Speedfan that I used already years ago. If you are curious: the board is fully supported. All fans can be controlled. Nearly all temperatures are read (the exception is the overall CPU temp - the one that is also shown on the Mobo LED, you only get the core temps). Pretty happy with it. Especiall since Speedfan supports all fan settings from 0% - 100% and not just from 50% up as the Bios and Command Center are doing.