Make sure "Clear cookies and site data when you quit Opera" at the URL opera://settings/cookies isn't enabled.
Make sure you don't have CCleaner installed on your system.
If you're going to the URL opera://settings/clearBrowserData before closing Opera, make sure you're not clearing cookies and other site data.
If you're using Opera Sync and or My Flow, disable them and log out of your Opera account for a bit to test if the issue goes away.
Make sure Opera is updated. Goto the URL opera://about and check for updates. 105.0.4970.21 is the latest version at this moment.
Try in a test standalone installation of Opera to see if it has the problem too or not.