Sorry, i'm unable to reproduce this, i have just pulled down the latest deluge image, changed the paths for completed, incomplete and torrents clicked ok, went back into preferred and the paths are still set, restarted the container, check preferences and the paths are still set correctly, so unless you can give me steps to reproduce this then i cannot fix it.
Please keep in mind i have literally millions of downloads of this image, if there was an issue with the image i would expect more than 1 person complaining, i suspect there is something going on here that is local to your setup,
Try resetting permissions by deleting /config/perms.txt then restart the container and try setting paths again.