Please use SerializedObject when dealing with game objects in an custom Editor. This way you don't need to think if the object(s) are prefab instances or not, and you will not experience these problems with losing your uchanges.

If you choose not use SerializedObject, you have to call PrefabUtility.RecordPrefabInstancePropertyModifications on the object you modify if it is a prefab instance.
Please check out https://docs.unity3d.com/ScriptReference/PrefabUtility.RecordPrefabInstancePropertyModifications.html for more details.

In your reproduction project, the changes will be applied using PrefabUtility.RecordPrefabInstancePropertyModifications like this:

using UnityEngine;
using UnityEditor;
using UnityEngine.UI;
public class SetColorTest : MonoBehaviour
{
public Color color;
public GameObject TargetImagePrefab;
}

[CustomEditor(typeof(SetColorTest))]
public class TestEditor : Editor
{
public override void OnInspectorGUI()
{
base.OnInspectorGUI();
if (GUI.changed)
{
SetColorTest test = target as SetColorTest;
test.TargetImagePrefab.GetComponent<Image>().color = test.color;
PrefabUtility.RecordPrefabInstancePropertyModifications(test.TargetImagePrefab.GetComponent<Image>()); //<--- Additional code
}
}
}