Volumio overwrites the mpd.conf file on reboot. You need to lock it with
sudo chattr +i /etc/mpd.conf
after you have made your changes.
I don’t think that this is a good idea. The MPD configuration (like most of the other configuration in Volumio) isn’t designed to be hand edited. In this case the MPD configuration file is completely regenerated by Volumio whenever it thinks a change needs to be made, overwriting any edits that you have made by hand. Preventing Volumio from updating the file seems like a recipe for causing even bigger problems…