Cannot keep auto downloads selected

I am running Windows 10 Pro and have the latest iTunes software 12.4.0.119. I noticed that when I downloaded a song on my iPhone 6, it showed in my iTunes on my computer as a download but didn't automatically download the song. I then checked my Preferences. I noticed the Music and Movies and Apps was not selected. I then selected each of the boxes and clicked OK. When I go back into Store Preferences, the boxes are not checked. I checked to make sure that the computer I used is Authorized and it is.

Why can I not select and keep selected the preferences?

Rex ****

**** is my Apple ID.

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