If you've opened your profile and found your last session hasn't been saved, remember if you waited till the profile got synced before you closed the GoLogin app itself.
Always wait till the button "Run" turns green. Otherwise, you risk ending up losing all the data your profiles have.
If you are sure you waited, take the following steps:
Click the three dots next to the button "Run" of a profile that doesn't have the last session saved.
Go to the "Advanced" section.
Scroll down to the part called "Other".
Make sure all the saving functions are enabled.