Maybe the options files are "read-only" or your user account lacks the permission to modify them for some reason? You could try editing the file access settings (right click file (or a folder to apply settings to all files inside), select properties, uncheck read-only or change permissions via security tab) or just modify the file contents manually with e.g. notepad. The files you are looking for are GraphicsOptions.txt and UserOptions.txt, default (Windows) location C:\Users\Your username\Documents\My Games\Sid Meier's Civilization VI
To turn leader animations off manually, find the following section in the former file and edit it
[Leaders]
;Overall leader rendering quality
Quality 0
and to turn quick combat on edit
QuickCombat 1
in the latter.