Since PES 2017 is a slightly older title (released in 2016), its settings executable doesn't always play nice with modern Windows 10 or Windows 11 architectures, high-DPI monitors, or specific graphics drivers.
Here are the proven solutions, ranked from "Easiest" to "Most Technical."
If settings.exe opens but looks blank or crashes when saving:
Sometimes your antivirus (or Windows Defender) has quietly quarantined a critical .dll file, or the .exe itself is corrupted.