This is probably the case if you use the Web interface for configuring things. But if you use the command line I haven't seen a device yet that automatically saves that in a non-volatile storage.
I have used many brands of routers, and now I use MikroTik routers. They work really well. I do not use the web interface. I am a CLI kinda guy. Here is a topic on another forum that describes what I do when I lock myself out of one of my remote routers:
http://forum.mikrotik.com/viewtopic.php?f=2&t=29388&p=142934&hilit=curse#p142934
Without the serial cable, the router would be bricked.
Unless you are in safe mode, the changes are immediate and permanent.