I just checked the Electrum preferences on my other computer where I have an older version of the software installed and the "use change addresses" option is ticked there. After a bit of thinking why it's different on 4.1.5, I can only think of the following two things:

• The option is unticked by default in version 4.1.5. DOUBTFUL
• I remember that the wallet I opened contains imported private keys. That must surely be the reason why the app unticked the option for any change to be sent to change addresses.