Hi,
Yes, I faced a similar issue before. To automatically clear history, cache, and keep selected cookies every time I closed the browser, I found a solution.
I used a browser extension called "Click&Clean." It allowed me to customize the cleaning settings and set it to automatically clear the desired data upon closing the browser.
This way, I didn't have to manually clear the data every time. It provided the convenience I was looking for, just like Microsoft Edge's feature. I hope it is helpful and you like this one!
Best regard,
(Jayne4-Cunningham)