When you make these changes you are making them in Tools-Customization-Document-Rulers. The key word is Document. You are changing them only for the document. If you go up a level from Rulers in the Customization Tree and click on document you will see there is an option to make these settings stick for each new document.
Check the "Save as Default for New Documents" and make certain that "Grids and Ruler Options" is checked.
That should make your nudge settings stick.