Looks like the configuration is not properly saved, though it's not clear for what reason. Can you add more info about your setup, as asked in https://retropie.org.uk/forum/topic/3/read-this-first ?
Make sure your storage/sd card is not full.

It works by having only the right pad for the console plugged in at a time. I'll stick to that since my daughter has a USB hub with a switch for each port on her Pi. So I can have all pads plugged in at once but only use the one I want thanks to the power button on the hub.

I've set up four kinds of pads: a NES pad, 3 SNES pads, a N64 pad and a Megadrive pad. Thanks to your setup (with retroarch.cfg files) I don't have to map the pad buttons anymore: I can just power them on and off with the button on my hub and enjoy any console that I like.

Thank you so much for my daughter & cheers from France! :-)

@markyh444 Thanks will try it later on

@nielogiczny Makes sense! I had to do that with the 8-bitdo SNES Bluetooth controller. The setup script had it as an option. Before that, only one or 2 of the key presses would do anything, and it registered as a keyboard when it did.

Glad you got it working!

https://github.com/RetroPie/RetroPie-Setup/wiki/First-Installation#controller-configurations

if you run out of buttons just hold down a button to skip each unused button.