After customizing the Kconfig options, you must save the configuration file in the Kconfig GUI using one of dedicated options. This is different from the Devicetree Visual Editor, which propagates the changes to devicetree files in real time and where you can use the standard saving action either in the editor or in the file.
There are several ways to save your Kconfig option changes: Apply, Save to File, and Save (Minimal). See the button tooltips for more information.
The Save to File button is greyed out if no Kconfig configuration file is found. Read the Zephyr documentation about Configuration System (Kconfig) for information about how to create one and how to provide it to the build system.