I'm rocking a Samsung Galaxy S6, 5.1.1, build number LMY47X.*
When turning on the "Do not keep activities" developer option, the toggle turns green. It is toggled back off as soon as I navigate away from the developer options screen, and my testing shows that it is indeed off.
A workaround was to toggle it on, then lock the phone. After unlocking it, the toggle stays on and activities are not kept. The opposite problem is then present: it won't turn off. The workaround above does not seem to work in this case (I wonder if it was a fluke).
Some googling brings up a few instances of people with S6's and Note 5's with a similar problem, and a few conspiracy theories around samsung intentionally leaving it locked on, but nothing concrete about how to solve this.
Is this a bug, a dirty Samsung battery-saver hack job, or am I alone in experiencing this?