Hey, this is a known issue, more details here: https://forum.cursor.com/t/chats-disappearing-after-reopen/155236.
In short, chat data is saved to disk, but after a restart the UI might not reload it. Using multiple windows at the same time can make it worse because the workspace ID can change between sessions.
If you send a new request in an “empty” chat, the model still sees the previous context. Not ideal, but the data isn’t lost.
The team is aware. Your report helps with prioritization.