From the joy2key FAQ :
5. Configuration files are not saved properly and I have to re-configure it every time
By default, configuration files are saved in the same folder as "JoyToKey.exe".
Therefore, the folder you installed "JoyToKey.exe" needs to be write-able. Please follow the steps below
and double check that folders and configuration files are NOT marked as read-only.
1. Please open the installed folder in the Explorer. (You can do easily do it from JoyToKey menu: "File -> open file folder in Explorer")
2. Check if there exists a file named "JoyToKey.ini"
-If "JoyToKey.ini" exists, right-click the file to open the "Property" from a context menu
-Make sure the file is NOT marked as read-only
3. If "JoyToKey.ini" file doesn't exist, the folder is likely to be write protected
4. Please go to the parent folder, and right-click the installed folder to open the "Property" from a context menu
5. Make sure the folder is NOT marked as "read-only"
For advanced users: Alternatively, you can also store the configuration in common AppData folder.
In order to do that, create an empty file "JoyToKey.ini" in a common AppData folder (e.g. "C:\ProgramData\JoyToKey\JoyToKey.ini"), and you can save/load the configuration files in that
folder going forward.
That way, you can launch JoyToKey.exe even from read-only folder, or you can also share the configuration files across multiple users.
Maybe you should try making that AppData folder and see if that works.