Percona-server-5.6.41 and sql_mode

When setting sql_mode="" in */etc/mysql/my.cnf* server leaves this variable in it default value:

mysql> show variables like 'sql_mode';

+-------------------+------------------------------------------------------------------------+ 
| Variable_name | Value                                                                                 |
+-------------------+------------------------------------------------------------------------+ 
| sql_mode         | STRICT_TRANS_TABLES,NO_ENGINE_SUBSTITUTION  |
+-------------------+------------------------------------------------------------------------+

However, if i set it manually in mysql shell: set global sql_mode=""; server sets it as desired - to empty value. Till next server restart, when server sets this variable to default value again. Tried in single and double quotes - no matter. No errors in error log. No other default configuration files of mysql loaded What's wrong? Why?