Windows Server isn’t saving user profile settings after logout

windows

The issue is happening in both Windows Server 2008 and Windows Server 2012 environments. Let's say I login to any server on my network with my domain credentials or any other domain user account, any changes while in the session get lost after the user logs out from the session (icons positions, windows settings, taskbar, wallpaper, clicking the "Server Manager" Don't show me this console at logon", registry changes and many other settings). The only things that Windows Server remembers between logins / logouts are physical files.