I had the same problem, if you use enter on the keyboard if knocks out the settings. Just use the buttons on the wheel also don't remap the pause button. You may to do a bit of Google for more info it's a know issue
i lost the settings if i unplugged the wheel before leaving the game, maybe your prob, too. if i leave game with wheel still plugged, everything is fine, even with a remapped pause button.
It's the stupid pause button remapping. If you must, use something like joy2key to map it elsewhere. I don;t like it on my wheel either, but I like remapping all my controls even less.