I found out this the hard way and hope that it won't happen to other people and MCUXpresso IDE team fixes this in a future release.
Yesterday I created a new MCUXpresso project on my Windows 7 PC and added my source files from KDS project to the new project. And then I added my Build Variables and also added include directories to Paths and Symbols and applied the change. Everything went well and I was able to build and debug without any problem. Then I closed the IDE and restarted it, when I went to Properties, all my settings were gone.
The reason is that .cproject was read only, the settings were not saved, but the IDE did not give any warning when I closed the tool.