The stay logged in works for me. However, if I am on my tablet and clear out my history/cookies/etc., then the next time I go to the site, I need to log back in. During this, I don't clear out my saved passwords, so I don't need to retype those, but I do have to log in.
Which all of this makes sense to me and I wondered if your machine was also clearing out history/cookies/etc. and resulting in a similar scenario.
I'm mostly using Edge, but sometimes FireFox. I frequent many other forums and don't have this problem with any others. The other thing that it odd is that Edge usually asks me if I want it to remember my userid and password. It never asks for this forum.
I don't know what incognito mode is, so I am probably not using it. But whatever it is, it's the same for all of the other forums.