When loading a config file, you can have up to 8 files being merged (module, app, package, core, both with a global and enviroment specific version).
When saving, Fuel has no way of knowing from which of they 8 a particular key came from, it always saves to app/config, unless you specify a fully qualified path.
Your question is: if there is an app/config/environment file, save it to that one instead of the global one? If so, please create a feature request for it at https://github.com/fuel/core/issues with this use-case.