Hi all I see alot of people are having the same issue with settings not saving since update rolled out.
To change the setting and save the adjusted settings.
You do your normal adjusting but before you exit the menu you need to change the filter for nudity.
Step 1. Adjust settings while admin do not exit the setting page yet
Step 2. R2 to gameplay change the nudity filter from whichever setting you have and set it back.
Step 3. Exit and settings will be saved
This workaround works and I owe this to another member can’t remember name or topic it was on
Enjoy hope this was helpful

because it worked for PC version too both on SP/coop and on private !