Lobby Settings Keep Resetting

Been playing the game for about 30 hours, during the main story EVERY time I loaded in I had to change difficulty back to hard from normal. Now in uvhm1 I keep having to turn on uvhm from hard everytime I load into a new area or when I start the game. Not sure if this is a bug or if I'm doing something wrong but it's semi-annoying having to go into the lobby settings menu every 5 minutes and wait through a loading screen. Not sure if it matters but I'm on playstation.