The settings are reverting back because of the Agent enforcement that happens by default every 5 minutes. If you installed a managed Agent it will enforce EPO's policies whether it is actively communicating with EPO or not as long as it received the policies from EPO at some time in the past.
The stand-alone (managed) framepkg.exe Agent installer is actually a compressed executable so you can open it in 7zip and see all of the files inside including the sitelist.xml. Unfortunately you can not recompress it so that it installs properly so simply modifying the sitelist is not an option.
I would suggest downloading our Virusscan Installation Designer from your download site and creating a custom Virusscan/Agent package. You can modify almost every setting for Virusscan with it including the sitelist for your offline (assumably unmanaged) Agents.
Thank you for your information, it gives me a better understanding of how the agent works. I'll download the VirusScan Installation Designer and see if I can get everything working. I'll reply with the outcome.