iCloud Desktop & Documents Folders settings won't save

What is the version of your Mac , see this https://support.apple.com/en-us/HT201260

See some articles https://support.apple.com/en-in/HT204230

https://support.apple.com/en-in/HT201624

https://support.apple.com/en-us/HT206985

Before you begin

1. Update your Mac to the latest version of macOS and your iPhone, iPad, and iPod touch to the latest version of iOS.

These are the requirements for iCloud Drive , in case if it's a vintage model , possibilities are less to set up iCloud Drive and get the box of desktops and documents as checked .

The better way is always use latest version you have to upgrade the Mac https://support.apple.com/macos/mojave

https://support.apple.com/en-in/HT204904

Visit apple authorised service centre and get the Mac checked .