Hi,
I don't know if you've tried this already, but if you haven't, go to:
edge://settings/clearBrowsingDataOnClose
and make sure none of them are turned on.
also go here:
edge://settings/content/cookies
and make sure the list for "Block" and "Clear on Exit" is empty.
if they didn't fix it, try resetting Edge settings from here:
edge://settings/reset
you can also try temporarily disable all your extensions, in case one of them is causing conflict:
edge://extensions/
