that is my guess.
the thing is if you specify some runtime generated value to ini_file_name, and to nothing else - the resulting value on ini_file_name will be some random jibberish

io.ini_file_name = 'imgui.ini'.encode()

this will result in either no ini file created, or, most likely for me, a filename with random ascii codes in name created

but if you just do this

some_persistent_var = 'imgui.ini'.encode()
io.ini_file_name = some_persistent_var

then all is good

so clearly python's garbage collector seem to not be aware of that reference from imgui