At the moment I use steam to keep blender up to date, but I think since 2.8 (or maybe 2.79 didn't update often enough for me to notice) I've been losing my settings with every update. Is this just steam being the red headed stepchild of blender distribution?
While the steam version automatically updates, it still stores the add-ons and config files in the same place. Blender separates every version and stores it in a folder named based on the version.
Those folders can be found under:
and you should find one or more folders with the different version numbers. Most likely 2.81 and 2.82 now, you can then rename the 2.82 to 2.82-bak for example and rename the 2.81 to 2.82.
That way you should have all the settings from the 2.81 taken over. Otherwise you can go through the files and manually pick which files you may want to keep.
As long as you do not use files from 2.79 and before, you should be fine.