USB Debugging problem

I was trying to copy files from my computer to my phone, but I can't change MTP (Media thingy idk what it mean) to USB Storage, I clicked USB storage but a few seconds later it goes away and changed nothing. Then I searched, it said I need to turn on my USB Debugging, so when I went to the Developer Options I checked the USB Debugging but when I exit the tab, and go back to the developer options, The USB Debugging remains unchecked. Can somebody help me please?

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