Some or all of the graphics settings from the main menu seem to not be saving properly (or possibly at all). I'm currently messing around with this so I can write a comment on the 1.03 devlog page (where I prefer to make note of bugs).
In my experience, if I toggle "ALL CRT FX" on/off from the graphics menu while you have a character loaded and then save at a lantern or the doll, this particular setting will be reflected at the main menu as well. Hopefully this helps in the meantime.
I discovered a workaround for this. Going into the Audio settings (don't even need to change anything there) and selecting "Back" gets the game to save your settings. So make any changes to Graphics settings you want, select "Back," select "Audio," and select "Back." Your Graphics settings should save properly at that point.
