I had the same problem and there is/was a post somewhere on the forum about NOT deleting session cookies for Octoprint.
Sorry can't remember all the details or how I found (search terms) that post, but that worked for me.
Correction, did some digging and found it in this this one around post #13
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Well, I spoke too soon. It initially stayed selected thru a reboot of both Octopi and the Ender 3, even checked it from and different PC and browser.
I hopped back on several minutes later and settings were back to default. I'll try saving cookies for the Octopi url specifically.
These settings are saved in your browser's local storage, rather than on the server configuration. They aren't cookies, but usually cookie-related settings in browsers also impact the local storage and sometimes these settings can't be persisted. Perhaps they persist until you close the tab or browser session, rather than when the server restarts.
Thanks for this info. I added octopi.local as an exception and the file settings now stick when the browser is closed and re-opened. Edge and Chrome both required the cookie exception, however Firefox and Palemoon worked out of the gate, no exceptions needed. Thanks