That is definitely not
expected behaviour. Plugins can automatically write their settings to file to be saved, and you can check if they are doing so.
To do this, look in a new folder that is automatically created called PluginData. In that folder, you will see a folder for each account that plays on your computer, and in that folder, more folders for each server you play on, and then each character has their own folder.
So the path may look like: C:\Users\<username>\Documents\The Lord of the Rings Online\PluginData\<account>\<server>\<character>\
For the Travel Window plugin, you should see a file called TravelWindowSettings.plugindata. The BuffBars plugin creates a file called BuffBarsSettings.plugindata.
If the files are there, then something is keeping them from being read in.
I do find it very odd that it would not work automatically for you, unless there is something unique about your account name or character name causing the path to not work.