Tobii Game Hub will automatically save all your settings, there are however some small issues at the moment. But you can relax, we got it!
There's a small bug that we need to fix in order for all of your settings to get saved properly. Meanwhile, your Sensitivity settings can be saved by clicking another game in the game list or if you quit Tobii Game Hub properly via the system tray.
UPDATE: This has now been fixed for version 1.0.2. So please update to the latest version of Tobii Game Hub.