I have the same problem. I want to save my contacts in my sim but every time I open the contacts section of the sms stock app or I turn off the phone I loose the setting.
I have note 9 and had this issue till this moment. But now fixed. I found a way that may help if I am not wrong.
First, open your contacts and then click on top left. There is 3 lines and you will find all your accounts there. Select your default Google account and don't choose All accounts. Now all set. Close the contacts then try to add new contact from your phone, it will add it directly to your default account.