Save gamma on change

Source/diablo.cpp

@@ -295,7 +295,6 @@ int APIENTRY WinMain(HINSTANCE hInstance, HINSTANCE hPrevInstance, LPSTR lpCmdLi
 	diablo_splash();
 	mainmenu_loop();
 	UiDestroy();
-	SaveGamma();
 
 	return 0;
 }

Source/palette.cpp

@@ -147,6 +147,7 @@ int UpdateGamma(int gamma)
 		ApplyGamma(system_palette, logical_palette, 256);
 		palette_update();
 	}
+	SaveGamma();
 	return 130 - gamma_correction;
 }