This information is held in cookies (small files created by web sites).
Normally your cookies are saved each time you log off your computer. Thats how the web sites "remember" your logon details.
If you seem to be losing them it may be because you have changed one of your computer settings. There are options, for example, to delete cookies every time you exit from your browser.
Maybe you have set that on ?
There are also options in your browser to "Delete browsing history". Could it be you have started running this ?
Have you changed any settings like this recently ?