If you see a picture of a session in the banner at the bottom of the View Sessions screen and the picture has no Edit option when you select it, then it is a Saved Driver Game, not a full editable session.
John is correct with his suggestion "wiggle a tree" and then save after making an environment setting change. A change to an environment setting alone is not seen as a change to a route or a session - this has always been the case.
I suspect that the cause of this is because the environment settings are stored in both the route and the session (with only one exception - the World Origin which is stored in the route only). Since the route and the session can have different environment settings (e.g. Summer for the route and Winter for a session) then the program does not "know" whether to store a change in the route or the session. So "wiggling a tree" will mark the route as changed and save the new setting in the route. Making a change to something in the session (e.g. move a consist) will mark the session as changed and save the new setting in the session.
My theories anyway.