This is a problem with NHL I described in another thread...
If you're at the main menu and save your sliders, you save a "configuration1" file, an actual save of different settings.
But if you're in a BaGM, change a slider and push save while in the slider screen, you're actually saving a "BaGM file" - your complete BaGM game. Now the sliders inside that BaGM might save to, but the way that EA NHL handles saves makes it impossible to transfer different settings between different modes, because there is no "setting file" anywhere. There are only Game Modes files.