No, settings you change during a live session aren't permanently saved (apart from partitioning actions and the like, of course).
If you think about that, it's logical: if those changed settings were to be saved, it would mean data to be written onto the CD/DVD.
To achieve what you expected to happen automatically, one would have to save various configuration files and a whole bunch of driver files onto a separate medium, then manually transfer them to the new system, once installed.
The live session merely confirms that the OS can be run on your system and gives you an impression what Mint looks like and what it can do.
If you can't explain it simply, you don't understand it well enough. (Albert Einstein)