This is reported too often to be a simple file permissions issue. It is probably a concurrency problem with opening, reading, and writing the config file. It started happening after we merged #247 and then fixed some other concurrency issues (r35718, r35721, r35726, r35727, r35744, specifically 97b5aa2).
For some reason, the user's zenmap.conf is being changed to read-only. I can't figure out where it's happening, so we'll just have to catch the appropriate error and suggest that the user go and fix it. I think it's not going to happen again, but I guess we'll see.