Edge unable to retain cookies

There is a phenomenon that cookies are not retained when the Edge app is closed.
This phenomenon cannot be improved by referring to answer of the following websites.
https://answers.microsoft.com/ja-jp/microsoftedge/forum/all/microsoft/d359eb94-0993-4d2e-8774-e2523ffa9aed

However, this phenomenon is resolved by doing 5step.
setp1:Open edge://settings/clearBrowsingDataOnClose
setp2:Turn on Cookieおよびその他のサイトデータ
step3:Close the browser
step4:Open edge://settings/clearBrowsingDataOnClose
setp5:Turn off Cookieおよびその他のサイトデータ

Is this an Edge specification?