I use KRFB 4.14.12 on KUbuntu 15.10 x64. Each time I open it (using
krfb from terminal) and change the settings, if I close it, the settings are not saved. Why?
It looks like it is a one-year old bug that still hasn't been fixed: https://bugs.kde.org/show_bug.cgi?id=340411
Either you are on Vivid 15.04 or you are using an outdated version? see -> http://packages.ubuntu.com/search?keywords=KRFB&searchon=names&suite=all§ion=all
current version in Wily 15.10 is: krfb (4:15.08.2-0ubuntu1) This should fix it!
You could place a bug-report @Debian & Launchpad-bugs against that package (haven't found anything likely there). Reference the KDE-bug. Sometimes this speeds up things, to poke the devs from more sides ;-).