This can happen for multiple reasons:
- Played in Incognito mode (it's made to not store anything)
- Played on another website (saves are not cross URL)
- Played in another browser
- Cleared the cache
The savest way to keep your saves is to export them from the load game menu.
If you have lost your savefile, there are premade savefiles for you to start from in the bottom right corner of the load game menu. Hope that helps!