I regularly get the Cookies question when opening the forum - it seems to be about every 3 or 4 days.
I always turn off everything except the necessary Cookies & save it before proceeding.

Does anyone know why the setting isn't saved permanently ?

It didn't used to be so frequent or annoying.

Is you browser saving the cookies or is it cleaning things out when you close the browser down ?

The way to tell is to open SD, save the necessary cookies, then open another website in a different tab.
Close SD (not the browser) and open SD in a new tab after 10 minutes or so.

If you then close the browser and restart your PC and open it again and the site hasn't 'remembered' your settings then it's your browser that is set to clean out the cache and cookies when it turns off.

Thanks for the suggestions. I'll try that & see what happens.