My assumption is that you have the Accept cookies and site data and the Keep until: They expire options selected in the Cookies and Site Data section of the settings? In addition, I would assume that your History section is either using the Remember history option or Use custom settings for history with the Clear history when Firefox closes option disabled?

These should be the proper settings to keep cookies on Firefox, even after you have closed Firefox.

Wesley Branton said

My assumption is that you have the Accept cookies and site data and the Keep until: They expire options selected in the Cookies and Site Data section of the settings? In addition, I would assume that your History section is either using the Remember history option or Use custom settings for history with the Clear history when Firefox closes option disabled? These should be the proper settings to keep cookies on Firefox, even after you have closed Firefox.

This does not help, such settings are on my default

How can you tell that your cookies are not being saved when you close Firefox?