QtWebEngine does not flush cookies on exit (or provide a method on QWebEngineCookieStore to do so). This means all cookies older than 30 seconds will be lost on exit.
This can be reproduced by visiting http://www.whatarecookies.com/cookietest.asp with the demobrowser, then closing and reopening it. The page claims "No existing cookie was found for this website". When waiting 30s before closing it, it's flushed by Chromium.