But it does remember the change.
Just to be clear, MC will "remember the change" even if the files ARE un-writeable.
MC uses the information in its database (the Library in MC parlance) for all tag display and
everything. When you make the tagging change, it changes the Library, and then (if the relevant option is enabled) it writes these changes out to the files to keep them in "sync". Even if the file tags get out of sync, the Library is the "truth", not the file tags.
This can cause trouble though. If you have update for external changes enabled, then under certain circumstances MC can flip the values in the Library "back" to match the tags. It is also just bad form to have them out of sync, for backup if nothing else.
I bet it is a file permissions or file ownership issue. I see it happen when I move drives (or images of drives) from one machine to another, and it can be a huge pain if you are on a multi-user box (where another account might own some of the files, even though you own the root).
Select a folder at the "root" of your files in Windows Explorer. Right-click > Properties. Security Tab, then click Advanced. Make sure the Permissions on the folder look normal.
Change the Ownership of the folder to your current user (even if it already is set that way), check the "replace all child object permissions" checkbox, and apply it. Close all the dialogs back to just the Windows Explorer window. If you were in Windows 8, you're done now. In Windows 7 and earlier, you have to go back in and then take permissions (the permissions don't get applied to files you don't own, and you don't own them until you actually apply the changes by saying "ok" to the dialog and then re-opening it).
Open the same place up again now, and then apply the permission entries, checking the "replace all child object permissions". You can save a bit of headache if you just give yourself Full Control of the root folder, and then push them down the stack, though if your regular permissions aren't borked (and you are an Administrator of the machine) it'll work without this.