Replace string in multiples files in a directory

@Gedimin,
here's a snippet from GNU man sed :

       -i[SUFFIX], --in-place[=SUFFIX]

              edit files in place (makes backup if SUFFIX supplied)

I think you're misinterpreting the spec of the -i and it's meaning - see if the above man helps.
Also it might help if you provided a representative sample of one of your cfg files.

Please you markdown code tags when posting code/data samples - markdown specs are described here - I've edited your post for now, but do properly format your posts going forward.